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Dynamic simulation and testing for single-equation ARDL models in R and Stata

Home Page: https://andyphilips.github.io/dynamac/

R 100.00%

dynamac's Introduction

drawing

Description

dynamac performs dynamic simulation and testing for single-equation ARDL models in R and Stata. Link to the webpage can be found here.

Installation (R)

Build Status Build status codecov metacran downloads

dynamac in R can easily be installed from its CRAN repository:

install.packages("dynamac")
library(dynamac)

Alternatively, you can use the devtools package to load directly from GitHub:

library(devtools)
devtools::install_github("andyphilips/dynamac")
library(dynamac)

You should now be able to use the package.

Installation (Stata)

To install dynamac in Stata type one of the following into the console:

net sj 18-4 st0545

findit dynamac

cap ado uninstall dynamac
cap ado uninstall dynardl
cap ado uninstall pssbounds
net install dynamac, from(https://github.com/andyphilips/dynamac/raw/gh-pages/Stata/src/)

Alternatively, you download the raw files and either call directly to the .ado files or place them in your "ado/plus/" folder.

I've found a bug!

Great! Please post it on the issues page, or email the authors.

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