Package: ardlverse 2.1.2

ardlverse: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods

A unified framework for Autoregressive Distributed Lag (ARDL) modeling and cointegration analysis. Implements Panel ARDL with Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators following Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>. Provides the bounds test of Pesaran, Shin and Smith (2001) <doi:10.1002/jae.616> with the critical values of Kripfganz and Schneider (2020) <doi:10.1111/obes.12377> and with recursive bootstrap critical values following Bertelli, Vacca and Zoia (2022) <doi:10.1016/j.econmod.2022.105987> and McNown, Sam and Goh (2018) <doi:10.1080/00036846.2017.1366643>. Includes Quantile Nonlinear ARDL (QNARDL) combining distributional and asymmetric effects based on Shin, Yu and Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>, Fourier ARDL for modeling smooth structural breaks following Enders and Lee (2012) <doi:10.1016/j.econlet.2012.04.081>, and Fourier (bootstrap) nonlinear ARDL. Features include Augmented ARDL (AARDL) with deferred t and F tests, Multiple-Threshold NARDL for complex asymmetries, Rolling/Recursive ARDL for time-varying relationships, and Panel NARDL for nonlinear panel cointegration. All methods include comprehensive diagnostics, publication-ready outputs, and visualization tools.

Authors:Muhammad Abdullah Alkhalaf [aut, cre], Yeleazar Levchenko [ctb]

ardlverse_2.1.2.tar.gz
ardlverse_2.1.2.zip(r-4.7-any)ardlverse_2.1.2.zip(r-4.6-any)ardlverse_2.1.2.zip(r-4.5-any)
ardlverse_2.1.2.tgz(r-4.6-any)ardlverse_2.1.2.tgz(r-4.5-any)
ardlverse_2.1.2.tar.gz(r-4.7-any)ardlverse_2.1.2.tar.gz(r-4.6-any)
ardlverse_2.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ardlverse/json (API)

# Install 'ardlverse' in R:
install.packages('ardlverse', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/muhammedalkhalaf/ardlverse/issues

Datasets:

On CRAN:

Conda:

3.90 score 4 stars 2 scripts 679 downloads 18 exports 27 dependencies

Last updated from:a960271ebb. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develNOTE126
source / vignettesOK159
linux-releaseNOTE139
macos-releaseNOTE129
macos-oldrelNOTE127
windows-develNOTE77
windows-releaseNOTE107
windows-oldrelNOTE104
wasm-releaseOK91

Exports:aardlardl_diagnosticsasymmetry_testboot_ardldynamic_multipliersfbnardlfourier_ardlfourier_bounds_testgenerate_oil_datagenerate_panel_datagenerate_ts_datahausman_testmtnardlpanel_ardlpnardlpss_critical_valuesqnardlrardl

Dependencies:clicpp11farverggplot2gluegridExtragtableisobandlabelinglatticelifecyclelmtestMASSMatrixMatrixModelsquantregR6RColorBrewerrlangS7scalesSparseMsurvivalvctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Comprehensive ARDL Modeling Frameworkardlverse-package ardlverse
Augmented ARDL Bounds Test (AARDL)aardl print.aardl summary.aardl
ARDL Model Diagnosticsardl_diagnostics plot.ardl_diagnostics summary.ardl_diagnostics
Test Asymmetry in QNARDL Modelasymmetry_test
Bootstrap ARDL Bounds Testboot_ardl
Dynamic Multipliers for QNARDLdynamic_multipliers
Fourier (Bootstrap) Nonlinear ARDLcoef.fbnardl fbnardl nobs.fbnardl print.fbnardl summary.fbnardl vcov.fbnardl
Fourier ARDL Modelfourier_ardl plot.fourier_ardl print.fourier_ardl summary.fourier_ardl
Fourier ARDL Bounds Testfourier_bounds_test
Generate Oil Price Datagenerate_oil_data
Generate Example Panel Datagenerate_panel_data
Generate Example Time Series Datagenerate_ts_data
Hausman Test for Panel ARDL Estimatorshausman_test
Time Series Macroeconomic Datamacro_data
Simulated Macroeconomic Panel Datamacro_panel
Multiple-Threshold Nonlinear ARDL (MT-NARDL)mtnardl plot.mtnardl print.mtnardl summary.mtnardl
Oil Price and Gasoline Dataoil_data
Panel ARDL Estimation (PMG / MG / DFE)panel_ardl
Plot Bootstrap Distributionplot.boot_ardl
Plot method for fbnardl objectsplot.fbnardl
Panel Nonlinear ARDL (Panel NARDL)pnardl print.pnardl summary.pnardl
Print method for boot_ardlprint.boot_ardl
Print Method for panel_ardl Objectsprint.panel_ardl
Critical Value Bounds for the PSS Bounds Testpss_critical_values
Quantile Nonlinear ARDL (QNARDL)plot.qnardl print.qnardl qnardl summary.qnardl
Rolling and Recursive ARDL (R-ARDL)plot.rardl print.rardl rardl summary.rardl
Summary method for boot_ardlsummary.boot_ardl
Summary Method for panel_ardl Objectssummary.panel_ardl