Package: fqardl
Type: Package
Title: Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &
        Unit Root Tests
Version: 1.0.2
Date: 2026-02-25
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata/Python implementation)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
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", 
           email = "merwanroudane920@gmail.com", 
           role = c("ctb"),
           comment = "Original Stata/Python implementation"))
Description: Comprehensive implementation of advanced ARDL methodologies for 
    cointegration analysis with structural breaks and asymmetric effects.
    Includes: (1) Fourier Quantile ARDL (FQARDL) - quantile regression with 
    Fourier approximation for analyzing relationships across the conditional 
    distribution; (2) Fourier Nonlinear ARDL (FNARDL) - asymmetric cointegration 
    with partial sum decomposition following Shin, Yu & Greenwood-Nimmo (2014) 
    <doi:10.1007/978-1-4899-8008-3_9>; (3) Multi-Threshold NARDL (MTNARDL) - 
    multiple regime asymmetry analysis; (4) Fourier Unit Root Tests - ADF and 
    KPSS tests with Fourier terms following Enders & Lee (2012) 
    <doi:10.1016/j.econlet.2012.05.019> and Becker, Enders & Lee (2006) 
    <doi:10.1111/j.1467-9892.2006.00490.x>. Features automatic lag and frequency 
    selection, PSS bounds testing following Pesaran, Shin & Smith (2001) 
    <doi:10.1002/jae.616>, bootstrap cointegration tests, Wald tests for 
    asymmetry, dynamic multiplier computation, and publication-ready 
    visualizations. Ported from Stata/Python by Dr. Merwan Roudane.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/fqardl
BugReports: https://github.com/muhammedalkhalaf/fqardl/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.0), ggplot2 (>= 3.0.0), tidyr, gridExtra, stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, plotly, covr
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-12 17:56:21 UTC; acad_
Repository: CRAN
Date/Publication: 2026-03-17 19:10:14 UTC
Built: R 4.6.0; ; 2026-04-26 18:24:27 UTC; unix
