Package: mvardlurt
Type: Package
Title: Multivariate ARDL Unit Root Test
Version: 1.1.0
Date: 2026-09-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implements the multivariate autoregressive distributed lag (ARDL)
    unit root test of Sam, McNown, Goh and Goh (2025)
    <doi:10.1080/03796205.2024.2439101>. The test augments the ADF regression
    with the lagged level, the current difference and lagged differences of
    one or more covariates so that cointegration between the series under
    test and the covariates is taken into account. The t statistic on the
    lagged level of the series and the joint F statistic on the lagged levels
    of the covariates are bootstrapped with the respective null imposed
    (residual bootstrap), giving critical values and p-values. Provides
    automatic lag selection via AIC or BIC, diagnostic plots, and the
    four-case classification of the order of integration of the series.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/mvardlurt
BugReports: https://github.com/muhammedalkhalaf/mvardlurt/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 4.0.0)
Imports: grDevices, graphics, stats, utils
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-09-30 23:13:49 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-10-01 08:30:21 UTC
