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_2.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
bootCT/json (API)

# Install 'bootCT' in R:

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

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.

openblas cpp

2.00 score 4 scripts 325 downloads 9 exports 102 dependencies

Last updated from:674b4983e2. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	309
linux-devel-x86_64	OK	304
source / vignettes	OK	735
linux-release-arm64	OK	175
linux-release-x86_64	OK	184
macos-release-arm64	OK	185
macos-release-x86_64	OK	214
macos-oldrel-arm64	OK	158
macos-oldrel-x86_64	OK	481
windows-devel	OK	179
windows-release	OK	139
windows-oldrel	OK	118
wasm-release	OK	145

Exports:ardl_to_lm boot_ardl boot_ardl_c lag_mts sim_vecm_ardl smk_crit strip_formula_H0 strip_formula_UC summary.bootCT

Dependencies:abind aod ARDL askpass backports boot broom car carData cli clipr colorspace cowplot cpp11 crayon credentials curl Deriv desc doBy dplyr dynamac dynlm expm farver forecast Formula fracdiff fs generics gert ggplot2 gitcreds glue gridExtra gtable gtools httr2 ini isoband jsonlite labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv minqa modelr msm mvtnorm nlme nloptr nnet numDeriv openssl pbkrtest pillar pkgconfig pracma purrr quantreg R6 rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rlang rprojroot rstudioapi S7 sandwich scales SparseM stringi stringr strucchange survival sys tibble tidyr tidyselect timeDate urca usethis utf8 vars vctrs viridisLite whisker withr yaml zip zoo

The bootCT package

VAR / VECM models and the conditional ARDL specification | Generating a multivariate time series: the sim_vecm_ardl function | Bootstrapping the ARDL test for cointegration | The boot_ardl function

Rendered frombootCTvignette.Rmdusingknitr::rmarkdown

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

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

Package: bootCT 2.1.0

bootCT: Bootstrapping the ARDL Tests for Cointegration

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)