Make Symmetric and Asymmetric ARDL Estimations
ARCH Test
Wald tests for asymmetries
Banerjee cointegration test
Function to get settings
Calculating the long-run parameters
Function to reset kardl package settings
Function to get or set settings
Estimation of ARDL and NARDL
Merge two lists, accenting the first list.
Model Selection Criterion
NARAYAN test
Extract Variables from a Formula
PSS F Bound test
PSS t Bound test
Restricted ECM test
Replace Patterns with Evaluated Values
Make Equations of used model in Latex or Office
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, the Banerjee error correction test, and the restricted ECM test, together with diagnostic tools including Wald tests for asymmetry, ARCH tests, and stability procedures (CUSUM and CUSUMQ). 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).