For emulating multifidelity computer models. The major methods include univariate autoregressive cokriging and multivariate autoregressive cokriging. The autoregressive cokriging methods are implemented for both hierarchically nested design and non-nested design. For hierarchically nested design, the model parameters are estimated via standard optimization algorithms; For non-nested design, the model parameters are estimated via Monte Carlo expectation-maximization (MCEM) algorithms. In both cases, the priors are chosen such that the posterior distributions are proper. Notice that the uniform priors on range parameters in the correlation function lead to improper posteriors. This should be avoided when Bayesian analysis is adopted. The development of objective priors for autoregressive cokriging models can be found in Pulong Ma (2020) <DOI:10.1137/19M1289893>. The development of the multivariate autoregressive cokriging models with possibly non-nested design can be found in Pulong Ma, Georgios Karagiannis, Bledar A Konomi, Taylor G Asher, Gabriel R Toro, and Andrew T Cox (2019) <arXiv:1909.01836>.

ARDL, ECM and Bounds-Test for Cointegration
Creates complex autoregressive distributed lag (ARDL) models
providing just the order and automatically constructs the underlying
unrestricted and restricted error correction model (ECM). It also performs
the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating
equation.
c(
person("Kleanthis", "Natsiopoulos",
email = "klnatsio@gmail.com", role = c("aut", "cre", "dis"),
comment = c(ORCID = "0000-0003-1180-2984")),
person("Nickolaos", "Tzeremes",
email = "bus9nt@econ.uth.gr", role = "ths",
comment = c(ORCID = "0000-0002-6938-3404")),
person("University of Thessaly, Department of Economics", role = "dgg"))
aod, dplyr, dynlm, lmtest, msm, stringr, zoo
Kleanthis Natsiopoulos [aut, cre, dis]
(<https://orcid.org/0000-0003-1180-2984>),
Nickolaos Tzeremes [ths] (<https://orcid.org/0000-0002-6938-3404>),
University of Thessaly, Department of Economics [dgg]