The ‘ardl‘ (Auto Regressive Distributed Lag) package estimates time series dynamic models with lagged dependent variables and lagged regressors. It is specially useful to study time relations when the structure of the models are not imposed a priori by theory. The flexibility offered by a variable number of lags and the possibilty to model in levels lead to models highly adjusted to data. The current version of this package allows for unrestricted estimations of constant parameter models for short and long-term relations.
-
Notifications
You must be signed in to change notification settings - Fork 6
R Package for Auto Regressive Distributed Lag time series regression.
License
fcbarbi/ardl
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
About
R Package for Auto Regressive Distributed Lag time series regression.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published