Package: fqardl
Type: Package
Title: Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &
        Unit Root Tests
Version: 1.1.0
Date: 2026-10-03
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com", 
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implementation of ARDL methods for cointegration analysis
        with structural breaks and asymmetric effects. Includes: (1)
        Fourier Quantile ARDL (FQARDL), quantile regression with
        Fourier approximation following the quantile ARDL of Cho, Kim
        and Shin (2015) <doi:10.1016/j.jeconom.2015.05.003>; (2)
        Fourier Nonlinear ARDL (FNARDL), asymmetric cointegration with
        partial sum decomposition following Shin, Yu and
        Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>; (3) a
        deprecated Multi-Threshold NARDL (MTNARDL) function; (4)
        Fourier unit root tests, ADF and KPSS tests with Fourier terms
        following Enders and Lee (2012)
        <doi:10.1016/j.econlet.2012.04.081> and Becker, Enders and Lee
        (2006) <doi:10.1111/j.1467-9892.2006.00478.x>. Features
        automatic lag and frequency selection, Wald bounds statistics
        with the tables of Pesaran, Shin and Smith (2001)
        <doi:10.1002/jae.616> (no verdict with Fourier terms, for which
        the tables are not valid), recursive bootstrap bounds tests
        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>, Wald tests for
        asymmetry, 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
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.0), ggplot2 (>= 3.0.0), tidyr, gridExtra, stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly, covr
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: 2026-11-02 13:21:44 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)