dynamac performs dynamic simulation and testing for single-equation ARDL models in R and Stata. Link to the webpage can be found here.
dynamac in R can easily be installed from its CRAN repository:
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.
dynamac in Stata, type "net sj 18-4 st0545" into Stata, or "findit dynamac".
Alternatively, you can download this zip file 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.