fbardl: Fourier Bootstrap ARDL Cointegration Test

Implements the Fourier Bootstrap Autoregressive Distributed Lag (FBARDL) bounds testing approach for cointegration analysis. Combines the Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616> ARDL bounds testing framework with Fourier terms to capture structural breaks following Yilanci, Bozoklu & Gorus (2020) <doi:10.1080/00036846.2019.1686454>, and bootstrap critical values based on McNown, Sam & Goh (2018) <doi:10.1080/00036846.2017.1366643> and Bertelli, Vacca & Zoia (2022) <doi:10.1016/j.econmod.2022.105987>. Features include automatic lag selection via AIC/BIC, optimal Fourier frequency selection by minimum SSR, long-run and short-run coefficient estimation, diagnostic tests, and dynamic multiplier analysis.

Version:	1.0.2
Depends:	R (≥ 3.5.0)
Imports:	stats
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-03-12
DOI:	10.32614/CRAN.package.fbardl
Author:	Muhammad Alkhalaf [aut, cre, cph], Merwan Roudane [ctb] (Original Stata implementation)
Maintainer:	Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports:	https://github.com/muhammedalkhalaf/fbardl/issues
License:	GPL-3
URL:	https://github.com/muhammedalkhalaf/fbardl
NeedsCompilation:	no
Materials:	README
CRAN checks:	fbardl results

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