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nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

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>).

Versions across snapshots

VersionRepositoryFileSize
0.1.6 rolling linux/jammy R-4.5 nardl_0.1.6.tar.gz 83.2 KiB
0.1.6 rolling linux/noble R-4.5 nardl_0.1.6.tar.gz 83.1 KiB
0.1.6 rolling source/ R- nardl_0.1.6.tar.gz 22.1 KiB
0.1.6 latest linux/jammy R-4.5 nardl_0.1.6.tar.gz 83.2 KiB
0.1.6 latest linux/noble R-4.5 nardl_0.1.6.tar.gz 83.1 KiB
0.1.6 latest source/ R- nardl_0.1.6.tar.gz 22.1 KiB
0.1.6 2026-04-26 source/ R- nardl_0.1.6.tar.gz 22.1 KiB
0.1.6 2026-04-23 source/ R- nardl_0.1.6.tar.gz 22.1 KiB
0.1.6 2026-04-09 windows/windows R-4.5 nardl_0.1.6.zip 86.4 KiB
0.1.6 2025-04-20 source/ R- nardl_0.1.6.tar.gz 22.1 KiB

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