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DWaveNARDL

0.1.0Package record

Dual Wavelet Based NARDL Model

0packages depend
2Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

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
Check messages
NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespace in Imports field not imported from:
  ‘roxygen2’
All declared Imports should be used.

CRAN check page ↗

Slowest check: 59 s · r-devel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTE2026-06-09
  • ERROR10 OK, 2 NOTE, 1 ERROR2026-06-08
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
2
Examples that run
100%2 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

2K
CRAN downloads in the past year
Rank #22,914 · ~5/day · ~165/mo
Daily download trend is not available in this view yet.
23930 days
56490 days
2K1 year
Compare downloads with other packages →
Also on70 r2u5 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing DWaveNARDL adds 91 packages (50 with compiled code, 64 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.

Depends (0)
none
Imports (4)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (5)
Author, Maintainer since 0.1.0 (2025)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2025-04-30 · 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

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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