{ "_id": "6ae63940818c9e3ef6dbadb5", "Package": "ardlverse", "Type": "Package", "Title": "Comprehensive ARDL: Panel, Bootstrap and Fourier Methods", "Version": "2.1.2", "Date": "2026-10-30", "Authors@R": "c(\nperson(\"Muhammad Abdullah\", \"Alkhalaf\",\nemail = \"muhammedalkhalaf@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0009-0002-2677-9246\")),\nperson(\"Yeleazar\", \"Levchenko\",\nrole = \"ctb\",\ncomment = \"Bug fixes and PMG/MG/DFE corrections for panel_ardl in v2.0.0 (KSE)\"))", "Description": "A unified framework for Autoregressive Distributed Lag\n(ARDL) modeling and cointegration analysis. Implements Panel\nARDL with Pooled Mean Group (PMG), Mean Group (MG), and Dynamic\nFixed Effects (DFE) estimators following Pesaran, Shin and\nSmith (1999) . Provides the\nbounds test of Pesaran, Shin and Smith (2001)\n with the critical values of Kripfganz and\nSchneider (2020) and with recursive\nbootstrap critical values following Bertelli, Vacca and Zoia\n(2022) and McNown, Sam and\nGoh (2018) . Includes\nQuantile Nonlinear ARDL (QNARDL) combining distributional and\nasymmetric effects based on Shin, Yu and Greenwood-Nimmo (2014)\n, Fourier ARDL for modeling\nsmooth structural breaks following Enders and Lee (2012)\n, and Fourier (bootstrap)\nnonlinear ARDL. Features include Augmented ARDL (AARDL) with\ndeferred t and F tests, Multiple-Threshold NARDL for complex\nasymmetries, Rolling/Recursive ARDL for time-varying\nrelationships, and Panel NARDL for nonlinear panel\ncointegration. All methods include comprehensive diagnostics,\npublication-ready outputs, and visualization tools.", "License": "GPL-3", "URL": "https://github.com/muhammedalkhalaf/ardlverse", "BugReports": "https://github.com/muhammedalkhalaf/ardlverse/issues", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-31 18:50:42 UTC", "User": "root" }, "Author": "Muhammad Abdullah Alkhalaf [aut, cre] (ORCID:\n), Yeleazar Levchenko\n[ctb] (Bug fixes and PMG/MG/DFE corrections for panel_ardl in\nv2.0.0 (KSE))", "Maintainer": "Muhammad Abdullah Alkhalaf ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-10-31 12:48:44 UTC", "RemoteUrl": "https://github.com/cran/ardlverse", "RemoteRef": "HEAD", "RemoteSha": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "_user": "cran", "_type": "src", "_file": "ardlverse_2.1.2.tar.gz", "_fileid": "https://r2.ropensci.org/b596b83e8551d01817da6539f2cd2e580c0370f792aac40e3e3609884ea70d6b", "_filesize": 655176, "_sha256": "b596b83e8551d01817da6539f2cd2e580c0370f792aac40e3e3609884ea70d6b", "_expires": "2027-02-08T18:53:50.000Z", "_created": "2026-10-31T18:50:42.000Z", "_published": "2026-10-31T18:53:52.335Z", "_upstream": "https://github.com/cran/ardlverse", "_status": "success", "_maintainer": { "name": "Muhammad Abdullah Alkhalaf", "email": "muhammedalkhalaf@gmail.com", "login": "muhammedalkhalaf", "linkedin": "in/muhammed-al-khalaf", "orcid": "0009-0002-2677-9246", "twitter": "@Mhd_alkhalaf", "description": "", "uuid": 114047760 }, "_jobs": [ { "job": 124626208063, "time": 130, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "13053912189" }, { "job": 124626208096, "time": 143, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "13052974914" }, { "job": 124625426750, "time": 199, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "13052829824" }, { "job": 124626208076, "time": 101, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "13053598464" }, { "job": 124626208069, "time": 110, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "13053313628" }, { "job": 124626208097, "time": 117, "config": "windows-release-x86_64", "r": "4.6.2", "check": "OK", "artifact": "13053528661" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751", "_commit": { "id": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "author": "Muhammad Abdullah Alkhalaf ", "committer": "cran-robot ", "message": "version 2.1.2\n", "time": 1793450924 }, "_distro": "resolute", "_host": "GitHub-Actions", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.0.0", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "quantreg", "role": "Imports" }, { "package": "lmtest", "role": "Imports" }, { "package": "ggplot2", "role": "Imports" }, { "package": "gridExtra", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "covr", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2026-11", "n": 2 }, { "week": "2026-27", "n": 1 }, { "week": "2026-40", "n": 2 }, { "week": "2026-41", "n": 1 }, { "week": "2026-44", "n": 1 } ], "_tags": [ { "name": "1.1.2", "date": "2026-03-11" }, { "name": "1.1.3", "date": "2026-03-14" }, { "name": "2.0.0", "date": "2026-06-29" }, { "name": "2.0.2", "date": "2026-09-28" }, { "name": "2.0.3", "date": "2026-09-30" }, { "name": "2.1.0", "date": "2026-10-10" }, { "name": "2.1.2", "date": "2026-10-31" } ], "_stars": 1, "_contributors": [ { "user": "muhammedalkhalaf", "count": 7, "uuid": 114047760 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 635, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 670, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/ardlverse" }, "_devurl": "https://github.com/muhammedalkhalaf/ardlverse", "_searchresults": 2, "_rbuild": "4.6.1", "_assets": [ "extra/ardlverse.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md" ], "_homeurl": "https://github.com/muhammedalkhalaf/ardlverse", "_realowner": "muhammedalkhalaf", "_cranurl": false, "_releases": [ { "version": "1.1.2", "date": "2026-03-11" }, { "version": "1.1.3", "date": "2026-03-14" }, { "version": "2.0.0", "date": "2026-06-29" }, { "version": "2.0.2", "date": "2026-09-28" }, { "version": "2.0.3", "date": "2026-09-30" }, { "version": "2.1.0", "date": "2026-10-10" }, { "version": "2.1.2", "date": "2026-10-31" } ], "_exports": [ "aardl", "ardl_diagnostics", "asymmetry_test", "boot_ardl", "dynamic_multipliers", "fbnardl", "fourier_ardl", "fourier_bounds_test", "generate_oil_data", "generate_panel_data", "generate_ts_data", "hausman_test", "mtnardl", "panel_ardl", "pnardl", "pss_critical_values", "qnardl", "rardl" ], "_datasets": [ { "name": "macro_data", "title": "Time Series Macroeconomic Data", "object": "macro_data", "class": [ "data.frame" ], "fields": [ "quarter", "gdp", "inflation", "investment", "trade" ], "rows": 100, "table": true, "tojson": true }, { "name": "macro_panel", "title": "Simulated Macroeconomic Panel Data", "object": "macro_panel", "class": [ "data.frame" ], "fields": [ "country", "year", "gdp", "inflation", "investment", "trade" ], "rows": 500, "table": true, "tojson": true }, { "name": "oil_data", "title": "Oil Price and Gasoline Data", "object": "oil_data", "class": [ "data.frame" ], "fields": [ "week", "gasoline", "oil_price", "exchange_rate" ], "rows": 200, "table": true, "tojson": true } ], "_help": [ { "page": "ardlverse-package", "title": "Comprehensive ARDL Modeling Framework", "topics": [ "ardlverse-package", "ardlverse" ] }, { "page": "aardl", "title": "Augmented ARDL Bounds Test (AARDL)", "topics": [ "aardl", "print.aardl", "summary.aardl" ] }, { "page": "ardl_diagnostics", "title": "ARDL Model Diagnostics", "topics": [ "ardl_diagnostics", "plot.ardl_diagnostics", "summary.ardl_diagnostics" ] }, { "page": "asymmetry_test", "title": "Test Asymmetry in QNARDL Model", "topics": [ "asymmetry_test" ] }, { "page": "boot_ardl", "title": "Bootstrap ARDL Bounds Test", "topics": [ "boot_ardl" ] }, { "page": "dynamic_multipliers", "title": "Dynamic Multipliers for QNARDL", "topics": [ "dynamic_multipliers" ] }, { "page": "fbnardl", "title": "Fourier (Bootstrap) Nonlinear ARDL", "topics": [ "coef.fbnardl", "fbnardl", "nobs.fbnardl", "print.fbnardl", "summary.fbnardl", "vcov.fbnardl" ] }, { "page": "fourier_ardl", "title": "Fourier ARDL Model", "topics": [ "fourier_ardl", "plot.fourier_ardl", "print.fourier_ardl", "summary.fourier_ardl" ] }, { "page": "fourier_bounds_test", "title": "Fourier ARDL Bounds Test", "topics": [ "fourier_bounds_test" ] }, { "page": "generate_oil_data", "title": "Generate Oil Price Data", "topics": [ "generate_oil_data" ] }, { "page": "generate_panel_data", "title": "Generate Example Panel Data", "topics": [ "generate_panel_data" ] }, { "page": "generate_ts_data", "title": "Generate Example Time Series Data", "topics": [ "generate_ts_data" ] }, { "page": "hausman_test", "title": "Hausman Test for Panel ARDL Estimators", "topics": [ "hausman_test" ] }, { "page": "macro_data", "title": "Time Series Macroeconomic Data", "topics": [ "macro_data" ] }, { "page": "macro_panel", "title": "Simulated Macroeconomic Panel Data", "topics": [ "macro_panel" ] }, { "page": "mtnardl", "title": "Multiple-Threshold Nonlinear ARDL (MT-NARDL)", "topics": [ "mtnardl", "plot.mtnardl", "print.mtnardl", "summary.mtnardl" ] }, { "page": "oil_data", "title": "Oil Price and Gasoline Data", "topics": [ "oil_data" ] }, { "page": "panel_ardl", "title": "Panel ARDL Estimation (PMG / MG / DFE)", "topics": [ "panel_ardl" ] }, { "page": "plot.boot_ardl", "title": "Plot Bootstrap Distribution", "topics": [ "plot.boot_ardl" ] }, { "page": "plot.fbnardl", "title": "Plot method for fbnardl objects", "topics": [ "plot.fbnardl" ] }, { "page": "pnardl", "title": "Panel Nonlinear ARDL (Panel NARDL)", "topics": [ "pnardl", "print.pnardl", "summary.pnardl" ] }, { "page": "print.boot_ardl", "title": "Print method for boot_ardl", "topics": [ "print.boot_ardl" ] }, { "page": "print.panel_ardl", "title": "Print Method for panel_ardl Objects", "topics": [ "print.panel_ardl" ] }, { "page": "pss_critical_values", "title": "Critical Value Bounds for the PSS Bounds Test", "topics": [ "pss_critical_values" ] }, { "page": "qnardl", "title": "Quantile Nonlinear ARDL (QNARDL)", "topics": [ "plot.qnardl", "print.qnardl", "qnardl", "summary.qnardl" ] }, { "page": "rardl", "title": "Rolling and Recursive ARDL (R-ARDL)", "topics": [ "plot.rardl", "print.rardl", "rardl", "summary.rardl" ] }, { "page": "summary.boot_ardl", "title": "Summary method for boot_ardl", "topics": [ "summary.boot_ardl" ] }, { "page": "summary.panel_ardl", "title": "Summary Method for panel_ardl Objects", "topics": [ "summary.panel_ardl" ] } ], "_readme": "https://github.com/cran/ardlverse/raw/HEAD/README.md", "_rundeps": [ "cli", "cpp11", "farver", "ggplot2", "glue", "gridExtra", "gtable", "isoband", "labeling", "lattice", "lifecycle", "lmtest", "MASS", "Matrix", "MatrixModels", "quantreg", "R6", "RColorBrewer", "rlang", "S7", "scales", "SparseM", "survival", "vctrs", "viridisLite", "withr", "zoo" ], "_score": 2.3979400086720375, "_indexed": false, "_nocasepkg": "ardlverse", "_universes": [ "cran" ], "_indexurl": "https://muhammedalkhalaf.r-universe.dev/ardlverse", "_previous": "2.1.0", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "2.1.2", "date": "2026-10-31T18:52:47.000Z", "distro": "resolute", "commit": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "fileid": "https://r2.ropensci.org/5d6b32a6a9a575e2ed57113656639402eb7dc4eefacdd2ac1f597b8b8743070f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751" }, { "r": "4.6.1", "os": "linux", "version": "2.1.2", "date": "2026-10-31T18:52:47.000Z", "distro": "resolute", "commit": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "fileid": "https://r2.ropensci.org/b2e957231d74006ede7ff0d1165679fa25d5e8925b342aad2269396deb1e3a77", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751" }, { "r": "4.6.0", "os": "wasm", "version": "2.1.2", "date": "2026-10-31T18:52:49.000Z", "commit": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "fileid": "https://r2.ropensci.org/52ca8822f84f67303a5a48f8cc4f8321072657506f311d20207644c8949d2223", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751" }, { "r": "4.7.0", "os": "win", "version": "2.1.2", "date": "2026-10-31T18:52:03.000Z", "commit": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "fileid": "https://r2.ropensci.org/2315ee858b4f6e6495cc77a6e226c8d4c2ac603d654d8eea4ba6dff92f1020d5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751" }, { "r": "4.6.2", "os": "win", "version": "2.1.2", "date": "2026-10-31T18:52:06.000Z", "commit": "fe279b09e2d5c44e582a0c5ee8ae75f5f864981d", "fileid": "https://r2.ropensci.org/969f0122ef803620b0f448bb4dbed26a7cb86cd237492b382873014e66aabb71", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/41231111751" } ] }