to_lm() function. These are
fix_names which removes special functions such as
d() and L() from the variable names, and
data_class which converts the data class to
ts.Add new function to_lm() which converts
ardl, uecm, and recm models, as
well as dynlm models in lm models. Among other
things, this helps using the model with other functions (e.g. with
predict() to forecast) (issue #5, @melville1808).
multipliers() now has a new argument
(se) which allows the estimation of standard errors for the
delay multipliers, using the delta method. (issue #17, @sammy-w)
Add new function plot_delay() which creates plots
(ggplot) for the delay multipliers and their uncertainty
intervals (standard errors or confidence intervals).
Add new function plot_lr() which creates a plot
(ggplot) for the long-run relationship in comparison with
the dependent variable, and the fitted values of the model.
The estimation of the interim multipliers was corrected. Delay multipliers are introduced along with the interim and they are now returned as a list with a data.frame for each variable containing the delay and interim multipliers for each period. Also, the maximum period for delay and interim multipliers was raised to 200.
ardl() is now a generic function. The default method
constructs an ardl model as it used to. The other method takes an uecm
model and converts it into an ardl.
recm() can now estimate models which include 0 lags
in the order of a variable.
multipliers() does not divide the short-run multipliers
by the adjustment factor anymore (correction).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.Rfiles.
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.