kardl
Make Symmetric and Asymmetric ARDL Estimations
Implements estimation procedures for Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL (NARDL) models, which allow researchers to investigate both short- and long-run relationships in time series data under mixed orders of integration. The package supports simultaneous modeling of symmetric and asymmetric regressors, flexible treatment of short-run and long-run asymmetries, and automated equation handling. It includes several cointegration testing approaches such as the Pesaran-Shin-Smith F and t bounds tests, and the restricted ECM test. Methodological foundations are provided in Pesaran, Shin, and Smith (2001) <doi:10.1016/S0304-4076(01)00049-5> and Shin, Yu, and Greenwood-Nimmo (2014, ISBN:9780123855079).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3.0 |
rolling linux/jammy R-4.5 | kardl_1.3.0.tar.gz |
400.3 KiB |
1.3.0 |
rolling linux/noble R-4.5 | kardl_1.3.0.tar.gz |
400.2 KiB |
1.3.0 |
rolling source/ R- | kardl_1.3.0.tar.gz |
227.9 KiB |
1.3.0 |
latest linux/jammy R-4.5 | kardl_1.3.0.tar.gz |
400.3 KiB |
1.3.0 |
latest linux/noble R-4.5 | kardl_1.3.0.tar.gz |
400.2 KiB |
1.3.0 |
latest source/ R- | kardl_1.3.0.tar.gz |
227.9 KiB |
1.3.0 |
2026-04-26 source/ R- | kardl_1.3.0.tar.gz |
227.9 KiB |
1.3.0 |
2026-04-23 source/ R- | kardl_1.3.0.tar.gz |
227.9 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | kardl_1.1.0.zip |
391.8 KiB |