Package: fbardl
Type: Package
Title: Fourier Bootstrap ARDL Cointegration Test
Version: 1.2.0
Date: 2026-10-03
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implements the Fourier Bootstrap Autoregressive Distributed Lag 
    (FBARDL) bounds testing approach for cointegration analysis. Combines the 
    Pesaran, Shin and Smith (2001) <doi:10.1002/jae.616> ARDL bounds testing 
    framework with Fourier terms to capture smooth structural breaks, as in 
    Yilanci, Bozoklu and Gorus (2020) <doi:10.1016/j.scs.2020.102035>, 
    and recursive bootstrap critical values following McNown, Sam and Goh 
    (2018) <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca and Zoia 
    (2022) <doi:10.1016/j.econmod.2022.105987>, with the Fourier frequency 
    and the lags selected again in every bootstrap replication (a package 
    choice); finite-sample 
    bounds test critical values from Kripfganz and Schneider (2020) 
    <doi:10.1111/obes.12377> for models without Fourier terms. Features 
    include lag selection via AIC/BIC, Fourier frequency selection by minimum 
    SSR, long-run and short-run coefficient estimation and diagnostic tests.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
LazyData: true
Config/testthat/edition: 3
RoxygenNote: 7.3.3
URL: https://github.com/muhammedalkhalaf/fbardl
BugReports: https://github.com/muhammedalkhalaf/fbardl/issues
NeedsCompilation: no
Packaged: 2026-10-03 16:12:50 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-10-10 08:00:09 UTC
Built: R 4.6.1; ; 2026-10-10 08:46:32 UTC; unix
