{ "_id": "6ae88f292e87f76f20acf69b", "Package": "fqardl", "Type": "Package", "Title": "Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &\nUnit Root Tests", "Version": "1.1.0", "Date": "2026-10-03", "Maintainer": "Muhammad Alkhalaf ", "Authors@R": "c(\nperson(\"Muhammad\", \"Alkhalaf\",\nemail = \"muhammedalkhalaf@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0009-0002-2677-9246\")))", "Description": "Implementation of ARDL methods for cointegration analysis\nwith structural breaks and asymmetric effects. Includes: (1)\nFourier Quantile ARDL (FQARDL), quantile regression with\nFourier approximation following the quantile ARDL of Cho, Kim\nand Shin (2015) ; (2)\nFourier Nonlinear ARDL (FNARDL), asymmetric cointegration with\npartial sum decomposition following Shin, Yu and\nGreenwood-Nimmo (2014) ; (3) a\ndeprecated Multi-Threshold NARDL (MTNARDL) function; (4)\nFourier unit root tests, ADF and KPSS tests with Fourier terms\nfollowing Enders and Lee (2012)\n and Becker, Enders and Lee\n(2006) . Features\nautomatic lag and frequency selection, Wald bounds statistics\nwith the tables of Pesaran, Shin and Smith (2001)\n (no verdict with Fourier terms, for which\nthe tables are not valid), recursive bootstrap bounds tests\nfollowing Bertelli, Vacca and Zoia (2022)\n and McNown, Sam and Goh\n(2018) , Wald tests for\nasymmetry, multiplier computation, and visualizations.", "License": "GPL-3", "URL": "https://github.com/muhammedalkhalaf/fqardl", "BugReports": "https://github.com/muhammedalkhalaf/fqardl/issues", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "Config/pak/sysreqs": "libicu-dev", "Repository": "https://muhammedalkhalaf.r-universe.dev", "Date/Publication": "2026-10-03 17:04:26 UTC", "RemoteUrl": "https://github.com/muhammedalkhalaf/fqardl", "RemoteRef": "HEAD", "RemoteSha": "d6cd3dd4ec41fa1d79dffd78c0ff48a5db93b643", "NeedsCompilation": "no", "Packaged": { "Date": "2026-11-02 13:21:44 UTC", "User": "root" }, "Author": 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