Nonlinear ARDL function
Nonlinear ARDL function
nardl(formula, data, ic = c("aic", "bic"), maxlag = 4, graph = FALSE, case = 3)formula |
food~inf or food~inf|I(inf^2) |
data |
the dataframe |
ic |
: c("aic","bic") criteria model selection |
maxlag |
maximum lag number |
graph |
TRUE to show stability tests plot |
case |
case number 3 for (unrestricted intercert, no trend) and 5 (unrestricted intercept, unrestricted trend), 1 2 and 4 not supported |
############################################ # Fit the nonlinear cointegrating autoregressive distributed lag model ############################################ # Load data data(fod) ############################################ # example 1:auto selected lags (maxlags=TRUE) ############################################ reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = FALSE,case=3) summary(reg) ############################################ # example 2: Cusum and CusumQ plot (graph=TRUE) ############################################ reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.