Changes in version 1.0.0                        

Initial CRAN Release (2026-02-25)

New Features

FQARDL (Fourier Quantile ARDL)

  - fqardl() - Main function for Fourier Quantile ARDL estimation
  - Automatic selection of optimal Fourier frequency (k*)
  - Automatic lag selection using BIC, AIC, or HQ criteria
  - Estimation across multiple quantiles (τ)
  - Long-run and short-run multiplier computation
  - PSS bounds test for cointegration
  - Bootstrap cointegration testing
  - Publication-ready plots

FNARDL (Fourier Nonlinear ARDL)

  - fnardl() - Main function for asymmetric ARDL with Fourier terms
  - Variable decomposition into positive/negative partial sums
  - Wald tests for long-run and short-run asymmetry
  - Dynamic multiplier computation (positive vs negative shocks)
  - Cumulative multiplier visualization
  - Asymmetry comparison plots

Helper Functions

  - fourier_adf() - Fourier ADF unit root test
  - generate_fourier_terms() - Generate Fourier trigonometric terms
  - decompose_variables() - Decompose variables for NARDL
  - perform_bounds_test() - PSS bounds testing
  - bootstrap_bounds_test() - Bootstrap cointegration test

Visualization

  - Coefficient plots across quantiles
  - Dynamic multiplier plots
  - Cumulative multiplier plots
  - Persistence profile plots
  - 3D coefficient surfaces
  - Heatmaps
  - Asymmetry comparison plots

References

  - Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing
    approaches to the analysis of level relationships. Journal of
    Applied Econometrics, 16(3), 289-326.

  - Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric
    cointegration and dynamic multipliers in a nonlinear ARDL framework.
    In Festschrift in Honor of Peter Schmidt (pp. 281-314). Springer.

  - Enders, W., & Lee, J. (2012). A unit root test using a Fourier
    series to approximate smooth breaks. Oxford Bulletin of Economics
    and Statistics, 74(4), 574-599.

  - Cho, J. S., Kim, T., & Shin, Y. (2015). Quantile cointegration in
    the autoregressive distributed-lag modeling framework. Journal of
    Econometrics, 188(1), 281-300.

Acknowledgments

  - Dr. Merwan Roudane for the original Stata implementation
  - Rufyq Elngeh (رفيق النجاح) for supporting this development