Introduction | Installation | Unique Features and Methodological Contributions | Estimating an asymmetric ARDL Model | Step 1: Data Preparation | Step 2: Define the Model Formula | Step 3: Model Estimation | Using mode = "grid" | Using User-Defined Lags | Using All Variables | Visualizing Lag Criteria | Error Correction Model (ECM) Estimation | Step 4: Long-Run Coefficients | Step 5: Symmetry Test | Step 6: Cointegration Tests | PSS F Bound Test | PSS t Bound Test | Narayan Test | Step 7: Dynamic Multipliers | Step 8: Customizing asymmetric Variables | Key Functions and Parameters | Conclusion
Package: kardl 2.0.2
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 narayan 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).
Authors:
kardl_2.0.2.tar.gz
kardl_2.0.2.zip(r-4.7)kardl_2.0.2.zip(r-4.6)kardl_2.0.2.zip(r-4.5)
kardl_2.0.2.tgz(r-4.6-any)kardl_2.0.2.tgz(r-4.5-any)
kardl_2.0.1.tar.gz(r-4.7-any)kardl_2.0.2.tar.gz(r-4.6-any)
kardl_2.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
kardl/json (API)
| # Install 'kardl' in R: |
| install.packages('kardl', repos = c('https://karamelikli.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/karamelikli/kardl/issues
Pkgdown/docs site:https://karamelikli.github.io
Datasets:
- imf_example_data - IMF Example Data
Last updated from:68b2f56556. Checks:1 FAIL, 8 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | FAIL | 186 | ||
| source / vignettes | OK | 217 | ||
| linux-release-x86_64 | OK | 244 | ||
| macos-release-arm64 | OK | 156 | ||
| macos-oldrel-arm64 | OK | 164 | ||
| windows-devel | OK | 221 | ||
| windows-release | OK | 202 | ||
| windows-oldrel | OK | 216 | ||
| wasm-release | OK | 134 |
Exports:bootstrapecmkardlkardl_extractkardl_getkardl_longrunkardl_resetkardl_setlmergemodel_criterionmpliernarayanparse_formula_varsparse_model_specspssfpsstsymmetrytest
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrexpmfarverforecastFormulafracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmsmmvtnormnlmenloptrnlWaldTestnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bootstrap Confidence Intervals for Dynamic Multipliers | bootstrap |
| Estimate a Restricted ECM Model | ecm |
| IMF Example Data | imf_example_data |
| Estimate ARDL and NARDL Models with Automatic Lag Selection | kardl |
| Extract Components from kardl Objects | kardl_extract |
| Get kardl Package Options | kardl_get |
| Compute Long-Run Multipliers from a kardl Model | kardl_longrun |
| Reset kardl Package Options to Default Values | kardl_reset |
| Set kardl Package Options | kardl_set |
| Merge Lists with Priority to the First Argument | lmerge |
| Model Selection Criteria | model_criterion |
| Compute Dynamic Multipliers for KARDL Models | mplier |
| Narayan Bounds Test | narayan |
| Parse Formula Variables | parse_formula_vars |
| Parse model specifications from user inputs | parse_model_specs |
| Pesaran, Shin, and Smith Bounds F-Test | pssf |
| Pesaran, Shin, and Smith t Bounds Test | psst |
| Symmetry Test for Nonlinear kardl Models | symmetrytest |
