Package: fbardl
Type: Package
Title: Fourier Bootstrap ARDL Cointegration Test
Version: 1.0.2
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Merwan", "Roudane",
           role = "ctb",
           comment = "Original Stata implementation"))
Description: Implements the Fourier Bootstrap Autoregressive Distributed Lag 
    (FBARDL) bounds testing approach for cointegration analysis. Combines the 
    Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616> ARDL bounds testing 
    framework with Fourier terms to capture structural breaks following 
    Yilanci, Bozoklu & Gorus (2020) <doi:10.1080/00036846.2019.1686454>, 
    and bootstrap critical values based on McNown, Sam & Goh (2018) 
    <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca & Zoia (2022) 
    <doi:10.1016/j.econmod.2022.105987>. Features include automatic lag 
    selection via AIC/BIC, optimal Fourier frequency selection by minimum 
    SSR, long-run and short-run coefficient estimation, diagnostic tests, 
    and dynamic multiplier analysis.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
LazyData: true
RoxygenNote: 7.3.3
URL: https://github.com/muhammedalkhalaf/fbardl
BugReports: https://github.com/muhammedalkhalaf/fbardl/issues
NeedsCompilation: no
Packaged: 2026-03-08 11:05:20 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata implementation)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-12 08:40:02 UTC
Built: R 4.6.0; ; 2026-04-25 18:51:01 UTC; unix
