Nonlinear Cointegrating Autoregressive Distributed Lag Model

[Up] [Top]

Documentation for package ‘nardl’ version 0.1.5

Help Pages

Nardl-package Nonlinear Cointegrating Autoregressive Distributed Lag Model
ArchTest ARCH test
bp2 LM test for serial correlation
cumsq Function cumsq
cusum Function cusum
fod Indian yearly data of inflation rate and percentage food import to total import
Nardl Nonlinear Cointegrating Autoregressive Distributed Lag Model
nardl Nonlinear ARDL function
plotmplier Dynamic multiplier plot
pssbounds pssbounds
summary.nardl Summary of a nardl model