Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &
Unit Root Tests
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Documentation for package ‘fqardl’ version 1.0.5
Help Pages
| fqardl-package | Fourier ARDL Methods for R |
| bootstrap_bounds_test | Bootstrap Bounds Test |
| compute_asymmetric_multipliers | Compute Asymmetric Multipliers |
| compute_diagnostics | Compute Model Diagnostics |
| compute_multipliers | Compute Long-run and Short-run Multipliers |
| decompose_multi_threshold | Multi-Threshold Decomposition |
| decompose_variables | Decompose Variables into Positive and Negative Changes |
| estimate_qardl | Estimate Quantile ARDL Model |
| fadf_f_test | F-test for Linearity in Fourier ADF |
| fnardl | Fourier Nonlinear ARDL Estimation |
| fourier_adf | Fourier ADF Unit Root Test |
| fourier_adf_test | Fourier ADF Test |
| fourier_kpss_test | Fourier KPSS Test |
| fourier_unit_root_analysis | Complete Unit Root Analysis |
| fqardl | Fourier Quantile ARDL Estimation |
| generate_fnardl_report | Generate FNARDL Report |
| generate_fourier_terms | Generate Fourier Trigonometric Terms |
| macro_data | Simulated Macroeconomic Data with Structural Break |
| mtnardl | Multi-Threshold Nonlinear ARDL |
| oil_gdp_data | Simulated Oil Price and GDP Data with Asymmetric Effects |
| perform_bounds_test | Perform Bounds Test for Cointegration |
| plot.fnardl | Plot FNARDL Results |
| plot.fqardl | Plot FQARDL Results |
| plot_cumulative_multipliers | Plot Cumulative Multipliers |
| plot_dynamic_multipliers | Plot Dynamic Multipliers |
| plot_persistence | Plot Persistence Profile |
| quantile_wald_test | Quantile Wald Test for Coefficient Constancy |
| select_fourier_frequency | Select Optimal Fourier Frequency |
| select_optimal_lags | Select Optimal Lag Structure |
| test_asymmetry | Test for Asymmetry (Wald Test) |