CRAN

nardl 0.1.5

Nonlinear Cointegrating Autoregressive Distributed Lag Model

Released May 7, 2018 by Taha Zaghdoudi

This package can be loaded by Renjin but all tests failed.

Dependencies

strucchange 1.5-1 gtools 3.8.1 tseries 0.10-45 Formula 1.2-3

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>nardl</artifactId>
    <version>0.1.5-b3</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:nardl')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.

Source

R

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Release History