Package: fqardl
Type: Package
Title: Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &
        Unit Root Tests
Version: 1.1.0
Date: 2026-10-03
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com", 
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implementation of ARDL methods for cointegration analysis with
    structural breaks and asymmetric effects. Includes: (1) Fourier Quantile
    ARDL (FQARDL), quantile regression with Fourier approximation following
    the quantile ARDL of Cho, Kim and Shin (2015)
    <doi:10.1016/j.jeconom.2015.05.003>; (2) Fourier Nonlinear ARDL (FNARDL),
    asymmetric cointegration with partial sum decomposition following Shin,
    Yu and Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>;
    (3) a deprecated Multi-Threshold NARDL (MTNARDL) function; (4) Fourier
    unit root tests, ADF and KPSS tests with Fourier terms following Enders
    and Lee (2012) <doi:10.1016/j.econlet.2012.04.081> and Becker, Enders and
    Lee (2006) <doi:10.1111/j.1467-9892.2006.00478.x>. Features automatic lag
    and frequency selection, Wald bounds statistics with the tables of
    Pesaran, Shin and Smith (2001) <doi:10.1002/jae.616> (no verdict with
    Fourier terms, for which the tables are not valid), recursive bootstrap
    bounds tests following Bertelli, Vacca and Zoia (2022)
    <doi:10.1016/j.econmod.2022.105987> and McNown, Sam and Goh (2018)
    <doi:10.1080/00036846.2017.1366643>, Wald tests for asymmetry,
    multiplier computation, and visualizations.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/fqardl
BugReports: https://github.com/muhammedalkhalaf/fqardl/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.0), ggplot2 (>= 3.0.0), tidyr, gridExtra, stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly, covr
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-10-03 16:33:34 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Repository: CRAN
Date/Publication: 2026-10-10 08:00:02 UTC
