R Package for Auto Regressive Distributed Lag time series regression.
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DESCRIPTION
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README.md

ardl

The ‘ardl‘ (Auto Regressive Distributed Lag) package estimates time series dynamic models with lagged dependent variables and lagged regressors. It is specially useful to study time relations when the structure of the models are not imposed a priori by theory. The flexibility offered by a variable number of lags and the possibilty to model in levels lead to models highly adjusted to data. The current version of this package allows for unrestricted estimations of constant parameter models for short and long-term relations.