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ARDL

0.2.5

ARDL, ECM and Bounds-Test for Cointegration

2packages depend
35.7Kdownloads / year
84.1%test coverage
13/13checks pass

Overview

About
Maintained by Kleanthis NatsiopoulosFirst published 2020-04-108 releasesCRAN page ↗GitHub ↗

Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) doi:10.1002/jae.616 and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) doi:10.1002/jae.2919.

Install

Health

CRAN checks
13OK
Slowest check: 5.8 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.27
84.1%
Coverage · measured lines
100%
Documentation · exports
10
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-05-17
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 1 earlier snapshots
  • NOTE2026-03-10
    0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 579 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
97%
Return-value docs
100%
References docs
11%

Downloads

35.7K
CRAN downloads in the past year
Rank #2,235 · ~98/day · ~3K/mo
Daily download trend is not available in this view yet.
2.2K30 days
9.2K90 days
35.7K1 year
Compare downloads with other packages →
Also on170 r2u33 autocran31 c2d4u

Repository

Repository
21Stars
8Forks
5Open issues
0Open PRs
7Releases
83Commits
3Contributors
License GPL-3.0 · 83 commits · Last activity 2026-07-31 · 0% stars, 30d

Stars over time

2025-03-03 · 192026-07-07 · 21

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/natsiopoulos/ardl on 2026-08-16.

Continuous integration (1)
GitHub Actions
Reproducibility and dev environment (1)
data-raw/
CRAN release process (1)
cran-comments.md
Docs source (1)
README.Rmd
Show all practices
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
2direct
0indirect

Code & Tests

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Author · added in 0.2.5
Other (1)
Thesis advisor
Listed in earlier versions (1)
Package Timeline

8 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.2.5Latest
    2026-05-10 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 0.2.4
    2023-08-21 · diff ↗
  • 0.2.3
    2023-05-16 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 0.2.2
    2023-02-09 · diff ↗
  • 0.2.1
    2022-11-19 · diff ↗
  • 0.2.0
    2022-06-29 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 0.1.1
    2021-01-10 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.1.0
    2020-04-10
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2020-04-10
Total releases
8 / 6 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Bundled data
14 KB / 3 files
Download size
382 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ARDL")
Natsiopoulos, K., Finnan, D., & Tzeremes, N. (2026). ARDL: ARDL, ECM and Bounds-Test for Cointegration (Version 0.2.5) [Computer software]. https://doi.org/10.32614/CRAN.package.ARDL

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ARDL version 0.2.5 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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