Computes the nonlinear cointegrating autoregressive distributed lag model with automatic bases aic and bic lags selection of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).

Nonlinear Cointegrating Autoregressive Distributed Lag Model

package-ubuntu-20.04-r-4.0.5#cran#nardl-0.1.6

<table summary="R argblock">
<tr valign="top">
<td><code>e</code></td>
<td>
<p>is the recursive errors</p>
</td>
</tr>
<tr valign="top">
<td><code>k</code></td>
<td>
<p>is the estimated coefficients length</p>
</td>
</tr>
<tr valign="top">
<td><code>n</code></td>
<td>
<p>is the recursive errors length</p>
</td>
</tr>
</table>

reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
e<-reg$rece
k<-reg$k
n<-reg$n
cusum(e=e,k=k,n=n)

package-ubuntu-20.04-r-4.0.5#cran#nardl-0.1.6#docs#cusum

cusum

Description

Usage

Arguments

Examples

nardl

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`e`	is the recursive errors
`k`	is the estimated coefficients length
`n`	is the recursive errors length