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DWaveNARDL

0.1.0

Dual Wavelet Based NARDL Model

0packages depend
1.8Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Md YeasinFirst published 2025-04-301 releasesCRAN page ↗

Dual Wavelet based Nonlinear Autoregressive Distributed Lag model has been developed for noisy time series analysis. This package is designed to capture both short-run and long-run relationships in time series data, while incorporating wavelet transformations. The methodology combines the NARDL model with wavelet decomposition to better capture the nonlinear dynamics of the series and exogenous variables. The package is useful for analyzing economic and financial time series data that exhibit both long-term trends and short-term fluctuations. This package has been developed using algorithm of Jammazi et al. doi:10.1016/j.intfin.2014.11.011.

Install

Health

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-fedora-clang
  • NOTE r-devel-linux-x86_64-fedora-gcc
Slowest check: 1.0 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
4
Dependencies · direct
Check history
  • NOTE2026-06-09
    11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    10 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

1.8K
CRAN downloads in the past year
Rank #23,096 · ~5/day · ~151/mo
Daily download trend is not available in this view yet.
10730 days
44590 days
1.8K1 year
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Also on99 r2u1 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (0)
none
Imports (4)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (5)
Maintainer (1)
Author, Maintainer
Authors (5)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-04-30
Total releases
1 / 1 yrs
License
GPL-3 OSI
Download size
2.7 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("DWaveNARDL")
Yeasin, M., Paul, A. K., Paul, R. K., Sarkar, A., & Upadhyay, R. K. (2025). DWaveNARDL: Dual Wavelet Based NARDL Model (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.DWaveNARDL

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 DWaveNARDL version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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