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:Soren Jordan [aut, cre, cph], Andrew Q. Philips [aut]

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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'))

Peer review:

Bug tracker:https://github.com/andyphilips/dynamac/issues

Datasets:
  • 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

On CRAN:

ardlstatatime-seriestime-series-analysis

5.58 score 7 stars 1 packages 36 scripts 710 downloads 1 mentions 10 exports 4 dependencies

Last updated 4 years agofrom:d7ed64dc55. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-winNOTENov 18 2024
R-4.5-linuxNOTENov 18 2024
R-4.4-winNOTENov 18 2024
R-4.4-macNOTENov 18 2024
R-4.3-winNOTENov 18 2024
R-4.3-macNOTENov 18 2024

Exports:area.simulation.plotdshiftdynardldynardl.all.plotsdynardl.auto.correlateddynardl.simulation.plotldshiftlshiftpssboundsspike.simulation.plot

Dependencies:latticelmtestMASSzoo

An Introduction to dynamac: Dynamic Inferences (and Cointegration Testing) from Autoregressive Distributed Lag Models

Rendered fromdynamac-vignette.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2020-04-02
Started: 2018-05-07