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dynamac

Dynamic Simulation and Testing for Single-Equation ARDL Models

v0.1.12 · Nov 17, 2022 · GPL (>= 2)

Description

While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).

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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

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

Reverse Dependencies (2)

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Dependency Network

Dependencies Reverse dependencies MASS lmtest bootCT ardl.nardl dynamac

Version History

new 0.1.12 Mar 10, 2026
updated 0.1.12 ← 0.1.11 diff Nov 16, 2022
updated 0.1.11 ← 0.1.10 diff Apr 2, 2020
updated 0.1.10 ← 0.1.9 diff Nov 6, 2019
updated 0.1.9 ← 0.1.8 diff Sep 26, 2019
updated 0.1.8 ← 0.1.7 diff Apr 8, 2019
updated 0.1.7 ← 0.1.6 diff Feb 27, 2019
updated 0.1.6 ← 0.1.5 diff Dec 13, 2018
updated 0.1.5 ← 0.1.4 diff Dec 7, 2018
new 0.1.4 May 8, 2018