r-nardl 0.1.6
Propagated dependencies: r-tseries@0.10-58 r-strucchange@1.5-4 r-mass@7.3-61 r-gtools@3.9.5 r-formula@1.2-5 r-car@3.1-3
Channel: guix-cran
Home page: https://github.com/zedtaha/nardl
Licenses: GPL 3
Synopsis: Nonlinear Cointegrating Autoregressive Distributed Lag Model
Description:
Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).
Total results: 1