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ARDL cointegration Tag

06 Jul Chapter 4 – ARDL cointegrating bounds in R Studio

ARDL model is used when time series data variables are in mixed order of integration. Importing libraries library(dynlm) #for dynamic lag modelslibrary(zoo) #for time series functionslibrary(readxl) #for reading excel filelibrary(tidyverse) #for data manuplationlibrary(lmtest) #for coeftest and bptestlibrary(TTR) #for time series functionslibrary(sandwich) #for variance covariance matriceslibrary(car) #for durbinwatson...

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