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mvardlurt

1.0.2

Multivariate ARDL Unit Root Test

0packages depend
1.8Kdownloads / year
77.8%test coverage
13/13checks pass

Overview

About
Maintained by Muhammad AlkhalafFirst published 2026-03-161 releasesCRAN page ↗GitHub ↗

Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) doi:10.1080/03796205.2024.2439101. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-oldrel-macos-x86_64
Code health
Yes
Tests · ratio 0.21
77.8%
Coverage · measured lines
100%
Documentation · exports
4
Dependencies · direct
Check history
  • OK2026-03-17
    5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 221 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
40%

Downloads

1.8K
CRAN downloads in the past year
Rank #9,774 · ~5/day · ~154/mo
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Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
2Releases
8Commits
1Contributors
8 commits · Last activity 2026-04-28 · 0% stars, 30d

Stars over time

2026-05-20 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/muhammedalkhalaf/mvardlurt on 2026-07-19.

CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.0.0
Imports (4)
grDevicesgraphicsstatsutils
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (1)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.2Latest
    2026-03-16 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-03-16
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 4.0.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet
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