R: ARDL, ECM and Bounds-Test for Cointegration

# ARDL, ECM and Bounds-Test for Cointegration

## Documentation for package ‘ARDL’ version 0.2.5

- DESCRIPTION file.
- Package NEWS.

## Help Pages

ardl | ARDL model regression
ardl.default | ARDL model regression
ardl.uecm | ARDL model regression
auto_ardl | Automatic ARDL model selection
bounds_f_test | Bounds Wald-test for no cointegration
bounds_t_test | Bounds t-test for no cointegration
coint_eq | Cointegrating equation (long-run level relationship)
coint_eq.default | Cointegrating equation (long-run level relationship)
coint_eq.recm | Cointegrating equation (long-run level relationship)
denmark | The Danish data on money income prices and interest rates
multipliers | Multipliers estimation
multipliers.ardl | Multipliers estimation
multipliers.uecm | Multipliers estimation
NT2022 | The UK earnings equation data from Natsiopoulos and Tzeremes (2022)
plot_delay | Create plots for the delay multipliers
plot_lr | Create plot for the long-run (cointegrating) equation
predict.ardl | Predict method for ARDL model fits
PSS2001 | The UK earnings equation data from Pesaran et al. (2001)
recm | Restricted ECM regression
to_lm | Convert dynlm model (ardl, uecm, recm) to lm model
uecm | Unrestricted ECM regression
uecm.ardl | Unrestricted ECM regression
uecm.default | Unrestricted ECM regression