Packaged: 2021-01-09 03:41:26 UTC; martakaras

Packaged: 2021-04-14 23:14:52 UTC; martakaras

Suggests: testthat, data.table, dplyr, knitr, rmarkdown, ggplot2
Packaged: 2021-07-20 17:14:42 UTC; martakaras

Packaged: 2022-11-09 17:42:15 UTC; martakaras

Title: Linear and Nonlinear Autoregressive Distributed Lag Models
c(person("Eric I.", "Otoakhia", role = c("aut", "cre"), email = "otoakhiai@gmail.com"))
Description: Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.
Maintainer: Eric I. Otoakhia <otoakhiai@gmail.com>

Title: Linear and Nonlinear Autoregressive Distributed Lag Models:
Description: Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.

Description: Considering an (n x m) data matrix X, this package is based on the method proposed
by Gower, Groener, and Velden (2010) <doi:10.1198/jcgs.2010.07134>, and
utilize the  resulting matrices from the extended version of the NIPALS decomposition
to determine n triangles whose areas are used  to  visually  estimate the elements of
a specific column of X. After a 90-degree rotation of the sample points, the triangles
are drawn regarding the following points: 1.the origin of the axes; 2.the sample points;
3. the vector endpoint representing some variable.
Author: Alberto Silva [aut, cre] (<https://orcid.org/0000-0002-3496-6802>),