nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

CRAN Package

Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).

  • Version0.1.6
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release01/06/2021

Documentation

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Imports6 packages
  • Suggests1 package
  • Reverse Depends1 package
  • Reverse Imports1 package