ARDL
0.2.5ARDL, ECM and Bounds-Test for Cointegration
Overview
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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-1713 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 97%
- Return-value docs
- 100%
- References docs
- 11%
Downloads
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Repository practices
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.
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Dependencies
Code & Tests
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.2.5Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.2.42023-08-21 · diff ↗
- 0.2.32023-05-16 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.2.22023-02-09 · diff ↗
- 0.2.12022-11-19 · diff ↗
- 0.2.02022-06-29 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.1.12021-01-10 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.1.02020-04-10
- RR 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
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("ARDL")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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