R: Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests

# Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests

## Documentation for package ‘fqardl’ version 1.0.2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

fqardl-package | Fourier ARDL Methods for R
bootstrap_bounds_test | Bootstrap Bounds Test
compute_asymmetric_multipliers | Compute Asymmetric Multipliers
compute_diagnostics | Compute Model Diagnostics
compute_multipliers | Compute Long-run and Short-run Multipliers
decompose_multi_threshold | Multi-Threshold Decomposition
decompose_variables | Decompose Variables into Positive and Negative Changes
estimate_qardl | Estimate Quantile ARDL Model
fadf_f_test | F-test for Linearity in Fourier ADF
fnardl | Fourier Nonlinear ARDL Estimation
fourier_adf | Fourier ADF Unit Root Test
fourier_adf_test | ============================================================================= Fourier Unit Root Tests Based on Enders & Lee (2012) and Becker, Enders & Lee (2006) Ported from Python: Dr. Merwan Roudane R implementation: Muhammad Alkhalaf (Rufyq Elngeh) ============================================================================= Fourier ADF Test
fourier_kpss_test | Fourier KPSS Test
fourier_unit_root_analysis | Complete Unit Root Analysis
fqardl | Fourier Quantile ARDL Estimation
generate_fnardl_report | Generate FNARDL Report
generate_fourier_terms | ============================================================================= Fourier Approximation Functions For capturing smooth structural breaks ============================================================================= Generate Fourier Trigonometric Terms
macro_data | Simulated Macroeconomic Data with Structural Break
mtnardl | Multi-Threshold Nonlinear ARDL
oil_gdp_data | Simulated Oil Price and GDP Data with Asymmetric Effects
perform_bounds_test | ============================================================================= Bounds Test for Cointegration Based on Pesaran, Shin & Smith (2001) With extensions for Quantile ARDL ============================================================================= Perform Bounds Test for Cointegration
plot.fnardl | ============================================================================= Visualization Functions for FNARDL Dynamic Multiplier Plots and Asymmetry Analysis ============================================================================= Plot FNARDL Results
plot.fqardl | ============================================================================= Visualization Functions for FQARDL Publication-ready plots ============================================================================= Plot FQARDL Results
plot_cumulative_multipliers | Plot Cumulative Multipliers
plot_dynamic_multipliers | Plot Dynamic Multipliers
plot_persistence | Plot Persistence Profile
quantile_wald_test | Quantile Wald Test for Coefficient Constancy
select_fourier_frequency | Select Optimal Fourier Frequency
select_optimal_lags | ============================================================================= Quantile ARDL Estimation Functions Based on Cho et al. (2015) and extensions ============================================================================= Select Optimal Lag Structure
test_asymmetry | Test for Asymmetry (Wald Test)