kardl: Make Symmetric and Asymmetric ARDL Estimations
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
 [aut, cre],
Huseyin Utku Demir
[aut] |
| Maintainer: |
Huseyin Karamelikli <hakperest at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
kardl results |
Documentation:
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