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cff-version: 1.2.0
message: 'To cite package "fqardl" in publications use:'
type: software
license: GPL-3.0-only
title: 'fqardl: Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit
  Root Tests'
version: 1.0.2
doi: 10.32614/CRAN.package.fqardl
abstract: 'Comprehensive implementation of advanced ARDL methodologies for cointegration
  analysis with structural breaks and asymmetric effects. Includes: (1) Fourier Quantile
  ARDL (FQARDL) - quantile regression with Fourier approximation for analyzing relationships
  across the conditional distribution; (2) Fourier Nonlinear ARDL (FNARDL) - asymmetric
  cointegration with partial sum decomposition following Shin, Yu & Greenwood-Nimmo
  (2014) <https://doi.org/10.1007/978-1-4899-8008-3_9>; (3) Multi-Threshold NARDL
  (MTNARDL) - multiple regime asymmetry analysis; (4) Fourier Unit Root Tests - ADF
  and KPSS tests with Fourier terms following Enders & Lee (2012) <https://doi.org/10.1016/j.econlet.2012.05.019>
  and Becker, Enders & Lee (2006) <https://doi.org/10.1111/j.1467-9892.2006.00490.x>.
  Features automatic lag and frequency selection, PSS bounds testing following Pesaran,
  Shin & Smith (2001) <https://doi.org/10.1002/jae.616>, bootstrap cointegration tests,
  Wald tests for asymmetry, dynamic multiplier computation, and publication-ready
  visualizations. Ported from Stata/Python by Dr. Merwan Roudane.'
authors:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/fqardl
commit: 09427938fe30a8bbf92a1b6253131cfbd24be575
url: https://github.com/muhammedalkhalaf/fqardl
date-released: '2026-02-25'
contact:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246