Dynamic Simulation and Testing for Single-Equation ARDL Models


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Documentation for package ‘dynamac’ version 0.1.8

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dshift Take first difference of a series.
dynardl Estimate and Simulate ARDL Model
dynardl.auto.correlated Run a variety of autocorrelation tests on the residuals from a 'dynardl' model.
dynardl.simulation.plot Create a plot of a simulated response in a dynardl model
france.data Data on French Energy Consumption and GDP
ineq Data on public concern about economic inequality
ldshift Take the lagged first difference of a series.
lshift Take lag transformation of a series.
pssbounds Perform Pesaran, Shin and Smith (2001) cointegration test
summary.dynardl Enable summary calls to dynardl model objects.
supreme.sup Data on US Supreme Court Approval