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R
ARDL

build_uecm_formula

UECM formula specification builder

Description

It creates the UECM (Unrestricted Error Correction Model) specification according to the given "formula" and the corresponding "order" of the underlying ARDL.

Usage

build_uecm_formula(parsed_formula, order)

Arguments

parsed_formula

A list containing the formula parts as returned from parse_formula.
order

A numeric vector with the underlying ARDL order as returned from parse_order(restriction = FALSE).

Value

build_uecm_formula returns a list containing the full formula and the independent and dependent parts of the formula separated. The full formula is ready to be used as input in the dynlm function.

Author(s)

Kleanthis Natsiopoulos, klnatsio@gmail.com

See Also

ARDL

ARDL, ECM and Bounds-Test for Cointegration

v0.1.1
GPL-3
Authors
Kleanthis Natsiopoulos [aut, cre] (<https://orcid.org/0000-0003-1180-2984>), Nickolaos Tzeremes [aut] (<https://orcid.org/0000-0002-6938-3404>)
Initial release

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