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

The data frame <code>fod</code> contains the following variables:

<ul>
<li>
food: percentage food import to total import

</li>
<li>
inf: inflation rate

</li>
<li>
year: the year

</li>
</ul>

A data frame with 54 rows and 2 variables

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

fod

Description

Usage

Format

nardl

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