ARDL

ARDL, ECM and Bounds-Test for Cointegration

v0.2.5 · May 9, 2026 · GPL-3

Description

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>.

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CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	246.2s
r-devel-linux-x86_64-debian-gcc	OK	156.7s
r-devel-linux-x86_64-fedora-clang	OK	390.1s
r-devel-linux-x86_64-fedora-gcc	OK	395.2s
r-devel-windows-x86_64	OK	229s
r-oldrel-macos-arm64	OK	51s
r-oldrel-macos-x86_64	OK	222s
r-oldrel-windows-x86_64	OK	338s
r-patched-linux-x86_64	OK	234.1s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	50s
r-release-macos-x86_64	OK	219s
r-release-windows-x86_64	OK	231s

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026

ERROR r-devel-linux-x86_64-debian-gcc

package dependencies

Package required but not available: ‘dynlm’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 17, 2026

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) recm.Rd:55: Lost braces; missing escapes or markup?
    55 | {In all cases,} \eqn{x_{j,t-1}} {in} \eqn{ECT} {is replaced by} \eqn{x_{j,t} \;\;\;\;\; \forall \;\; q_{j} = 0}
       | ^
checkRd: (-1) recm.Rd:55: Lost braces; missing escap
...[truncated]...
} {cancel out
       |                                  ^
checkRd: (-1) uecm.Rd:76-77: Lost braces
    76 |   {In addition,} \eqn{x_{j,t-1}} {and} \eqn{\Delta x_{j,t}} {cancel out
       |                                                             ^

Reverse Dependencies (1)

imports

bootCT

Dependency Network

Version History

9 tracked

updated 0.2.5 ← 0.2.4 diff May 10, 2026

new 0.2.4 Mar 10, 2026

updated 0.2.4 ← 0.2.3 diff Aug 20, 2023

updated 0.2.3 ← 0.2.2 diff May 15, 2023

updated 0.2.2 ← 0.2.1 diff Feb 8, 2023

updated 0.2.1 ← 0.2.0 diff Nov 18, 2022

updated 0.2.0 ← 0.1.1 diff Jun 28, 2022

updated 0.1.1 ← 0.1.0 diff Jan 9, 2021

new 0.1.0 Apr 9, 2020