Package: mvardlurt 1.0.2

mvardlurt: Multivariate ARDL Unit Root Test

Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.

Authors:Muhammad Alkhalaf [aut, cre, cph]

mvardlurt_1.0.2.tar.gz
mvardlurt_1.0.2.zip(r-4.7)mvardlurt_1.0.2.zip(r-4.6)mvardlurt_1.0.2.zip(r-4.5)
mvardlurt_1.0.2.tgz(r-4.6-any)mvardlurt_1.0.2.tgz(r-4.5-any)
mvardlurt_1.0.2.tar.gz(r-4.7-any)mvardlurt_1.0.2.tar.gz(r-4.6-any)
mvardlurt_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
mvardlurt/json (API)
NEWS

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

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

On CRAN:

Conda:

3.30 score 1 stars 440 downloads 2 exports 0 dependencies

Last updated from:864fd5b7db. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK129
source / vignettesOK161
linux-release-x86_64OK122
macos-release-arm64OK86
macos-oldrel-arm64OK97
windows-develOK76
windows-releaseOK74
windows-oldrelOK85
wasm-releaseOK103

Exports:autoplot.mvardlurtmvardlurt

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Multivariate ARDL Unit Root Testmvardlurt-package
Create a Combined Diagnostic Plot for mvardlurt Objectsautoplot.mvardlurt
Multivariate ARDL Unit Root Testmvardlurt
Plot Method for mvardlurt Objectsplot.mvardlurt
Methods for mvardlurt Objectscoef.mvardlurt fitted.mvardlurt print.mvardlurt residuals.mvardlurt summary.mvardlurt