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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, the Banerjee error correction test, and the restricted ECM test, together with diagnostic tools including Wald tests for asymmetry, ARCH tests, and stability procedures (CUSUM and CUSUMQ). 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).
Version: | 0.1.1 |
Depends: | R (≥ 3.5.0) |
Imports: | stats, msm, lmtest, nlWaldTest, car, utils |
Suggests: | knitr, rmarkdown, officer, flextable, equatags, magrittr, rlang, ggplot2, tidyr, dplyr, testthat (≥ 3.0.0) |
Published: | 2025-10-09 |
DOI: | 10.32614/CRAN.package.kardl (may not be active yet) |
Author: | Huseyin Karamelikli
|
Maintainer: | Huseyin Karamelikli <hakperest at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | kardl results |
Reference manual: | kardl.html , kardl.pdf |
Vignettes: |
Introduction to kardl (source, R code) |
Package source: | kardl_0.1.1.tar.gz |
Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
macOS binaries: | r-release (arm64): kardl_0.1.1.tgz, r-oldrel (arm64): kardl_0.1.1.tgz, r-release (x86_64): kardl_0.1.1.tgz, r-oldrel (x86_64): kardl_0.1.1.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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