Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).
| Version: | 0.1.2 |
| Imports: | stats, methods, car, strucchange, tseries, lmtest, matlab, Formula |
| Published: | 2018-02-06 |
| Author: | Taha Zaghdoudi |
| Maintainer: | Taha Zaghdoudi <zedtaha at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | nardl results |
| Reference manual: | nardl.pdf |
| Package source: | nardl_0.1.2.tar.gz |
| Windows binaries: | r-devel: nardl_0.1.2.zip, r-release: nardl_0.1.2.zip, r-oldrel: nardl_0.1.2.zip |
| OS X El Capitan binaries: | r-release: nardl_0.1.2.tgz |
| OS X Mavericks binaries: | r-oldrel: nardl_0.1.0.tgz |
| Old sources: | nardl archive |
Please use the canonical form https://CRAN.R-project.org/package=nardl to link to this page.