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
| Version | Repository | File | Size |
|---|---|---|---|
0.1.6 |
2026-04-09 windows/windows R-4.5 | nardl_0.1.6.zip |
86.4 KiB |