bounds_f_test
and bounds_t_test
functions now have a new returned value PSS2001parameters
,
if alpha
is one of the 0.1, 0.05, 0.025 or 0.01,
exact = FALSE
and k <= 10. These are the critical value
bounds presented in Pesaran et al. (2001) but are less precise.
Previously, only these were reported in parameters
.m1 <- uecm(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(5, 1, 5, 5, 5), data = PSS2001, start = c(1972, 01))
btt <- bounds_t_test(m1, case = 3, alpha = 0.05)}
btt\(tab btt\)PSS2001parameters
Added BugReports
in the
DESCRIPTION
.
Updated the references in README
and
CITATION
.
Added codecov and badges.
multipliers()
was giving an error when trying to
estimate short-run and interim multipliers using a model without a
constant term.Add DOI and references of the publication where the package is
used and successfully replicates the results of the methodology it
implements, in the DESCRIPTION
and README.Rmd
files.
Properly changed the citation info in the CITATION
and ardl-package.R
files.
multipliers()
function now supports the calculation
of short-run and interim multipliers.Corrected the example about the search_type
argument
in the help file of auto_ardl()
.
Minor correction in the help file of
auto_ardl()
.
Corrected the mathematical formula of the Long-Run multipliers in
the help file of multipliers()
.
Corrected the mathematical formula of the bounds F-test in the
help file of bounds_f_test()
.
Added the mathematical formulas of the short-run and interim
multipliers in the help file of multipliers()
.
Properly changed the citation info in the CITATION
,
ardl-package.R
and
DESCRIPTION
files.
Changed the designer’s contact info in the logo.
Added a small example about short-run multipliers in the
README.md
file.
Corrected the release date of version 0.1.0 in the
NEWS.md
file.