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CRAN: Package ardlverse

ardlverse: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods

A unified framework for Autoregressive Distributed Lag (ARDL) modeling and cointegration analysis. Implements Panel ARDL with Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators following Pesaran, Shin & Smith (1999) <doi:10.1002/jae.616>. Provides bootstrap-based bounds testing per Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616>. Includes Quantile Nonlinear ARDL (QNARDL) combining distributional and asymmetric effects based on Shin, Yu & Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>, and Fourier ARDL for modeling smooth structural breaks following Enders & Lee (2012) <doi:10.1016/j.econlet.2012.05.019>. Features include Augmented ARDL (AARDL) with deferred t and F tests, Multiple-Threshold NARDL for complex asymmetries, Rolling/Recursive ARDL for time-varying relationships, and Panel NARDL for nonlinear panel cointegration. All methods include comprehensive diagnostics, publication-ready outputs, and visualization tools.

Version: 1.1.3
Depends: R (≥ 4.0.0)
Imports: stats, MASS, quantreg, lmtest, ggplot2, gridExtra, graphics, grDevices
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, covr
Published: 2026-03-14
DOI: 10.32614/CRAN.package.ardlverse
Author: Muhammad Abdullah Alkhalaf ORCID iD [aut, cre], Merwan Roudane [ctb] (Original Stata implementations)
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/ardlverse/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/ardlverse
NeedsCompilation: no
Materials: README
CRAN checks: ardlverse results

Documentation:

Reference manual: ardlverse.html , ardlverse.pdf

Downloads:

Package source: ardlverse_1.1.3.tar.gz
Windows binaries: r-devel: ardlverse_1.1.3.zip, r-release: not available, r-oldrel: ardlverse_1.1.3.zip
macOS binaries: r-release (arm64): ardlverse_1.1.2.tgz, r-oldrel (arm64): ardlverse_1.1.3.tgz, r-release (x86_64): ardlverse_1.1.2.tgz, r-oldrel (x86_64): ardlverse_1.1.2.tgz
Old sources: ardlverse archive

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