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Package: dynamac
Title: Dynamic Simulation and Testing for Single-Equation ARDL Models
Version: 0.1.11
Authors@R: c(person("Soren", "Jordan", email = "sorenjordanpols@gmail.com", role = c("aut", "cre","cph")), person("Andrew Q.", "Philips", email = "andrew.philips@colorado.edu", role = c("aut")))
Maintainer: Soren Jordan <sorenjordanpols@gmail.com>
Description: 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>).
URL: https://github.com/andyphilips/dynamac/
BugReports: https://github.com/andyphilips/dynamac/issues
Imports: MASS, lmtest
Suggests: urca, knitr, rmarkdown, testthat
Depends: R (>= 3.0.1)
License: GPL (>=2)
Encoding: UTF-8
LazyData: true
BuildManual: yes
RoxygenNote: 6.1.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2020-04-02 18:15:54 UTC; scj0014
Author: Soren Jordan [aut, cre, cph],
Andrew Q. Philips [aut]