Package: ardlverse
Type: Package
Title: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods
Version: 2.1.0
Date: 2026-10-03
Authors@R: c(
    person("Muhammad Abdullah", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com", 
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Yeleazar", "Levchenko", 
           role = "ctb",
           comment = "Bug fixes and PMG/MG/DFE corrections for panel_ardl in v2.0.0 (KSE)"))
Description: 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 and Smith (1999) <doi:10.1080/01621459.1999.10474156>. 
    Provides the bounds test of Pesaran, Shin and Smith (2001) 
    <doi:10.1002/jae.616> with the critical values of Kripfganz and Schneider 
    (2020) <doi:10.1111/obes.12377> and with recursive bootstrap critical 
    values following Bertelli, Vacca and Zoia (2022) 
    <doi:10.1016/j.econmod.2022.105987> and McNown, Sam and Goh (2018) 
    <doi:10.1080/00036846.2017.1366643>. Includes Quantile Nonlinear ARDL 
    (QNARDL) combining distributional and asymmetric effects based on Shin, Yu 
    and Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>, Fourier ARDL 
    for modeling smooth structural breaks following Enders and Lee (2012) 
    <doi:10.1016/j.econlet.2012.04.081>, and Fourier (bootstrap) nonlinear ARDL. 
    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.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/ardlverse
BugReports: https://github.com/muhammedalkhalaf/ardlverse/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.0.0)
Imports: stats, MASS, quantreg, lmtest, ggplot2, gridExtra, graphics,
        grDevices
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, covr
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-10-03 16:38:49 UTC; root
Author: Muhammad Abdullah Alkhalaf [aut, cre] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Yeleazar Levchenko [ctb] (Bug fixes and PMG/MG/DFE corrections for
    panel_ardl in v2.0.0 (KSE))
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-10-10 08:00:15 UTC
Built: R 4.6.1; ; 2026-10-10 11:39:00 UTC; unix
