mvardlurt
1.0.2Multivariate ARDL Unit Root Test
Overview
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
- OK2026-03-175 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 40%
Downloads
Repository
Stars over time
Releases over time
Repository practices
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.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.2Latest2026-03-16 · current release
- RR 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