kardl: Make Symmetric and Asymmetric ARDL Estimations
Implements estimation procedures for Autoregressive Distributed Lag (ARDL)
and Nonlinear ARDL (NARDL) models, which allow researchers to investigate both
short- and long-run relationships in time series data under mixed orders of integration.
The package supports simultaneous modeling of symmetric and asymmetric regressors,
flexible treatment of short-run and long-run asymmetries, and automated equation handling.
It includes several cointegration testing approaches such as the Pesaran-Shin-Smith F
and t bounds tests, and the restricted ECM test.
Methodological foundations are provided in Pesaran, Shin, and Smith (2001)
<doi:10.1016/S0304-4076(01)00049-5> and Shin, Yu, and Greenwood-Nimmo (2014, ISBN:9780123855079).
| Version: |
1.1.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
stats, msm, lmtest, nlWaldTest, car, ggplot2, utils |
| Suggests: |
knitr, rmarkdown, officer, flextable, equatags, magrittr, rlang, tidyr, dplyr, testthat (≥ 3.0.0) |
| Published: |
2026-03-09 |
| DOI: |
10.32614/CRAN.package.kardl |
| Author: |
Huseyin Karamelikli
 [aut, cre],
Huseyin Utku Demir
[aut] |
| Maintainer: |
Huseyin Karamelikli <hakperest at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
kardl results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=kardl
to link to this page.