Package: qardlr 1.1.2
qardlr: Quantile Autoregressive Distributed Lag Model
Implements the Quantile Autoregressive Distributed Lag (QARDL) model of Cho, Kim and Shin (2015) <doi:10.1016/j.jeconom.2015.05.003>. Estimates quantile-specific long-run (beta), short-run autoregressive (phi), and impact (gamma) parameters. Features include BIC-based automatic lag selection, Error Correction Model (ECM) parameterization, Wald tests for parameter constancy across quantiles, rolling/recursive QARDL estimation, Monte Carlo simulation, and publication-ready output tables.
Authors:
qardlr_1.1.2.tar.gz
qardlr_1.1.2.zip(r-4.7-any)qardlr_1.1.2.zip(r-4.6-any)qardlr_1.1.2.zip(r-4.5-any)
qardlr_1.1.2.tgz(r-4.6-any)qardlr_1.1.2.tgz(r-4.5-any)
qardlr_1.1.2.tar.gz(r-4.7-any)qardlr_1.1.2.tar.gz(r-4.6-any)
qardlr_1.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
qardlr/json (API)
| # Install 'qardlr' in R: |
| install.packages('qardlr', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/qardlr/issues
- qardl_sim - Simulated QARDL Dataset
Last updated from:2bb03fcec7. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 118 | ||
| source / vignettes | OK | 390 | ||
| linux-release | OK | 150 | ||
| macos-release | OK | 195 | ||
| macos-oldrel | OK | 225 | ||
| windows-devel | OK | 90 | ||
| windows-release | OK | 119 | ||
| windows-oldrel | OK | 85 | ||
| wasm-release | OK | 84 |
Exports:print_bic_gridqardlqardl_bic_selectqardl_rollingqardl_simulateqardl_tableqardl_wald
Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Coefficients Method for QARDL | coef.qardl |
| Plot Rolling QARDL Results | plot.qardl_rolling |
| Predict Method for QARDL | predict.qardl |
| Print BIC Grid | print_bic_grid |
| Print QARDL Results | print.qardl |
| Print Monte Carlo Results | print.qardl_mc |
| Print Rolling QARDL Results | print.qardl_rolling |
| Print QARDL Wald Test Results | print.qardl_wald |
| Quantile Autoregressive Distributed Lag Model Estimation | qardl |
| BIC-Based Lag Order Selection for QARDL | qardl_bic_select |
| Rolling Window QARDL Estimation | qardl_rolling |
| Simulated QARDL Dataset | qardl_sim |
| Monte Carlo Simulation for QARDL | qardl_simulate |
| Generate Publication-Ready QARDL Tables | qardl_table |
| Wald Tests for QARDL Parameter Constancy | qardl_wald |
| Summary of QARDL Results | summary.qardl |
| Variance-Covariance Method for QARDL | vcov.qardl |