Package: bootCT 2.1.0
Gianmarco Vacca
bootCT: Bootstrapping the ARDL Tests for Cointegration
The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
Authors:
bootCT_2.1.0.tar.gz
bootCT_2.1.0.tar.gz(r-4.5-noble)bootCT_2.1.0.tar.gz(r-4.4-noble)
bootCT_2.1.0.tgz(r-4.4-emscripten)bootCT_2.1.0.tgz(r-4.3-emscripten)
bootCT.pdf |bootCT.html✨
bootCT/json (API)
| # Install 'bootCT' in R: |
| install.packages('bootCT', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 12 months agofrom:674b4983e2. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 11 2024 |
| R-4.5-linux-x86_64 | OK | Dec 11 2024 |
Exports:ardl_to_lmboot_ardlboot_ardl_clag_mtssim_vecm_ardlsmk_critstrip_formula_H0strip_formula_UCsummary.bootCT
Dependencies:abindaodARDLaskpassbackportsbootbroomcarcarDataclicliprcolorspacecowplotcpp11crayoncredentialscurlDerivdescdoBydplyrdynamacdynlmexpmfansifarverFormulafsgenericsgertggplot2ghgitcredsgluegridExtragtablegtoolshttr2iniisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmsmmunsellmvtnormnlmenloptrnnetnumDerivopensslpbkrtestpillarpkgconfigpracmapurrrquantregR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenrlangrprojrootrstudioapisandwichscalesSparseMstringistringrstrucchangesurvivalsystibbletidyrtidyselecturcausethisutf8varsvctrsviridisLitewhiskerwithryamlzipzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bootstrap ARDL | boot_ardl |
| Investment, Income and Consumption dataset. | ger_macro |
| Export, Foreign Investment and GDP dataset. | ita_macro |
| Create matrix of lagged variables | lag_mts |
| Generate data from a VECM/ARDL equation | sim_vecm_ardl |
| Critical values of the F-test on the independent variables in the conditional ARDL model. | smk_crit |
| Summary method | summary.bootCT |
