Package: fbardl
Type: Package
Title: Fourier Bootstrap ARDL Cointegration Test
Version: 1.2.0
Date: 2026-10-03
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implements the Fourier Bootstrap Autoregressive
        Distributed Lag (FBARDL) bounds testing approach for
        cointegration analysis. Combines the Pesaran, Shin and Smith
        (2001) <doi:10.1002/jae.616> ARDL bounds testing framework with
        Fourier terms to capture smooth structural breaks, as in
        Yilanci, Bozoklu and Gorus (2020)
        <doi:10.1016/j.scs.2020.102035>, and recursive bootstrap
        critical values following McNown, Sam and Goh (2018)
        <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca and
        Zoia (2022) <doi:10.1016/j.econmod.2022.105987>, with the
        Fourier frequency and the lags selected again in every
        bootstrap replication (a package choice); finite-sample bounds
        test critical values from Kripfganz and Schneider (2020)
        <doi:10.1111/obes.12377> for models without Fourier terms.
        Features include lag selection via AIC/BIC, Fourier frequency
        selection by minimum SSR, long-run and short-run coefficient
        estimation and diagnostic tests.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
LazyData: true
Config/testthat/edition: 3
RoxygenNote: 7.3.3
URL: https://github.com/muhammedalkhalaf/fbardl
BugReports: https://github.com/muhammedalkhalaf/fbardl/issues
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-03 17:04:14 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/fbardl
RemoteRef: HEAD
RemoteSha: 94548ea0a37466281f8789a94d6d5b5808961327
NeedsCompilation: no
Packaged: 2026-11-02 13:21:05 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>