Make Symmetric and Asymmetric ARDL Estimations

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Documentation for package ‘kardl’ version 1.3.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

bootstrap	Produce Bootstrap Confidence Intervals for Dynamic Multipliers
ecm	Perform the Error Correction Model (ECM) test to assess cointegration in the model
imf_example_data	IMF Example Data
kardl	Estimate an ARDL or NARDL model with automatic lag selection
kardl_get	Function to Get KARDL Package Options
kardl_longrun	Calculate long-run multipliers from a KARDL model
kardl_reset	Function to Reset KARDL Package Options to Default Values
kardl_set	Function to Set KARDL Package Options
lmerge	Merge two lists, giving precedence to the first list for overlapping names
modelCriterion	Model Selection Criterion
mplier	Compute Dynamic Multipliers for kardl Models
narayan	Narayan Test
parse_formula_vars	Parse a formula to detect specific variable patterns
pssf	Pesaran et al. (2001) Bounds F-Test for KARDL Models
psst	PSS t Bound Test
symmetrytest	Symmetry Test for non-linear KARDL Models