Package: mvardlurt
Type: Package
Title: Multivariate ARDL Unit Root Test
Version: 1.1.1
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 multivariate autoregressive distributed lag
        (ARDL) unit root test of Sam, McNown, Goh and Goh (2025)
        <doi:10.1080/03796205.2024.2439101>. The test augments the ADF
        regression with the lagged level, the current difference and
        lagged differences of one or more covariates so that
        cointegration between the series under test and the covariates
        is taken into account. The t statistic on the lagged level of
        the series and the joint F statistic on the lagged levels of
        the covariates are bootstrapped with the respective null
        imposed (residual bootstrap), giving critical values and
        p-values. Provides automatic lag selection via AIC or BIC,
        diagnostic plots, and the four-case classification of the order
        of integration of the series.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/mvardlurt
BugReports: https://github.com/muhammedalkhalaf/mvardlurt/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 4.0.0)
Imports: grDevices, graphics, stats, utils
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-03 17:04:32 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/mvardlurt
RemoteRef: HEAD
RemoteSha: 4b9fb2911d6748020e55e121650f635f26f239f0
NeedsCompilation: no
Packaged: 2026-11-02 13:20:06 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>