Package: dynamac 0.1.11
Soren Jordan
dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models
While autoregressive distributed lag (ARDL) models allow for extremely flexible dynamics, interpreting substantive significance of complex lag structures remains difficult. This package is designed to assist users in dynamically simulating and plotting the results of various ARDL models. It also contains post-estimation diagnostics, including a test for cointegration when estimating the error-correction variant of the autoregressive distributed lag model (Pesaran, Shin, and Smith 2001 <doi:10.1002/jae.616>).
Authors:
dynamac_0.1.11.tar.gz
dynamac_0.1.11.zip(r-4.5)dynamac_0.1.11.zip(r-4.4)dynamac_0.1.11.zip(r-4.3)
dynamac_0.1.11.tgz(r-4.5-any)dynamac_0.1.11.tgz(r-4.4-any)dynamac_0.1.11.tgz(r-4.3-any)
dynamac_0.1.11.tar.gz(r-4.5-noble)dynamac_0.1.11.tar.gz(r-4.4-noble)
dynamac_0.1.11.tgz(r-4.4-emscripten)dynamac_0.1.11.tgz(r-4.3-emscripten)
dynamac.pdf |dynamac.html✨
dynamac/json (API)
| # Install 'dynamac' in R: |
| install.packages('dynamac', repos = c('https://andyphilips.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/andyphilips/dynamac/issues
- france.data - Data on French Energy Consumption and GDP
- ineq - Data on public concern about economic inequality
- supreme.sup - Data on US Supreme Court Approval
ardlstatatime-seriestime-series-analysis
Last updated 4 years agofrom:d7ed64dc55. Checks:1 OK, 8 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 18 2025 |
| R-4.5-win | NOTE | Mar 18 2025 |
| R-4.5-mac | NOTE | Mar 18 2025 |
| R-4.5-linux | NOTE | Mar 18 2025 |
| R-4.4-win | NOTE | Mar 18 2025 |
| R-4.4-mac | NOTE | Mar 18 2025 |
| R-4.4-linux | NOTE | Mar 18 2025 |
| R-4.3-win | NOTE | Mar 18 2025 |
| R-4.3-mac | NOTE | Mar 18 2025 |
Exports:area.simulation.plotdshiftdynardldynardl.all.plotsdynardl.auto.correlateddynardl.simulation.plotldshiftlshiftpssboundsspike.simulation.plot
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Take first difference of a series | dshift |
| Estimate and simulate ARDL model | dynardl |
| Combine all of the potential plots of a simulated response in a 'dynardl' model | dynardl.all.plots |
| Run a variety of autocorrelation tests on the residuals from a 'dynardl' model | dynardl.auto.correlated |
| Create a plot of a simulated response in a 'dynardl' model | dynardl.simulation.plot |
| Data on French Energy Consumption and GDP | france.data |
| Data on public concern about economic inequality | ineq |
| Take the lagged first difference of a series | ldshift |
| Take lag transformation of a series | lshift |
| Perform Pesaran, Shin, and Smith (2001) cointegration test | pssbounds |
| Enable summary calls to 'dynardl' model objects | summary.dynardl |
| Data on US Supreme Court Approval | supreme.sup |
