mvardlurt: Multivariate ARDL Unit Root Test
Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.
| Version: | 1.0.2 |
| Depends: | R (≥ 4.0.0) |
| Imports: | grDevices, graphics, stats, utils |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-03-16 |
| DOI: | 10.32614/CRAN.package.mvardlurt (may not be active yet) |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph] |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/mvardlurt/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/mvardlurt |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | mvardlurt results |
Documentation:
| Reference manual: | mvardlurt.html , mvardlurt.pdf |
Downloads:
| Package source: | mvardlurt_1.0.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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