Package: bootCT 2.1.0

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:Gianmarco Vacca, Stefano Bertelli

bootCT_2.1.0.tar.gz
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bootCT.pdf |bootCT.html✨
bootCT/json (API)

# Install 'bootCT' in R:
install.packages('bootCT', repos = c('https://gianmarco-v.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • ger_macro - Investment, Income and Consumption dataset.
  • ita_macro - Export, Foreign Investment and GDP dataset.
  • smk_crit - Critical values of the F-test on the independent variables in the conditional ARDL model.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.30 score 2 scripts 294 downloads 9 exports 99 dependencies

Last updated 10 months agofrom:674b4983e2. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 12 2024
R-4.5-win-x86_64OKOct 12 2024
R-4.5-linux-x86_64OKOct 12 2024
R-4.4-win-x86_64OKOct 12 2024
R-4.4-mac-x86_64OKOct 12 2024
R-4.4-mac-aarch64OKOct 12 2024
R-4.3-win-x86_64OKOct 12 2024
R-4.3-mac-x86_64OKOct 12 2024
R-4.3-mac-aarch64OKOct 12 2024

Exports:ardl_to_lmboot_ardlboot_ardl_clag_mtssim_vecm_ardlsmk_critstrip_formula_H0strip_formula_UCsummary.bootCT

Dependencies:abindaodARDLaskpassbackportsbootbroomcarcarDataclicliprcolorspacecowplotcpp11crayoncredentialscurlDerivdescdoBydplyrdynamacdynlmexpmfansifarverFormulafsgenericsgertggplot2ghgitcredsgluegridExtragtablegtoolshttr2iniisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmsmmunsellmvtnormnlmenloptrnnetnumDerivopensslpbkrtestpillarpkgconfigpracmapurrrquantregR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenrlangrprojrootrstudioapisandwichscalesSparseMstringistringrstrucchangesurvivalsystibbletidyrtidyselecturcausethisutf8varsvctrsviridisLitewhiskerwithryamlzipzoo

The bootCT package

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Last update: 2024-01-16
Started: 2024-01-16