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Dynamic simulation and testing of single-equation ARDL models

About

dynamac is a suite designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models, as well as testing for cointegration. Below are the corresponding links for the R and Stata programs.

Download

You download dynamac in R directly from CRAN:


install.packages("dynamac")
library(dynamac)

To run dynamac in Stata, type the following:


findit dynamac

Authors

  • Soren Jordan, Department of Political Science, Auburn University. sorenjordanpols [AT] gmail.com
  • Andrew Q. Philips, Department of Political Science, University of Colorado Boulder. andrew.philips [AT] colorado.edu

    • Example Papers

    Use dynamac in one of your papers? Let me know (andrew.philips [AT] colorado.edu) and I will add it to the list below

  • Jordan, S. and A.Q. Philips. 2020. "Exploring meaningful visual effects and quantities of interest from dynamic models through dynamac." Journal of Open Source Software 5(54): 2528. https://doi.org/10.21105/joss.02528.
  • Jordan, S. and A.Q. Philips. 2018. "Dynamic simulation and testing for single- equation cointegrating and stationary autoregressive distributed lag models." The R Journal 10(2): 469-788.
  • Jordan, S. and A.Q. Philips. 2018. "Cointegration testing and dynamic simulations of autoregressive distributed lag models." Stata Journal 18(4): 902-923.
  • Khan, M.K., J.Z. Teng and M.I. Khan. 2019. "Effect of energy consumption and economic growth on carbon dioxide emissions in Pakistan with dynamic ARDL simulations approach." Environmental Science and Pollution Research: 1-11.
  • Sarkodie, S.A., V. Strezov, H. Weldekidan, E.F. Asamoah, P.A. Owusu and I.N.T. Doyi. 2019. "Environmental sustainability assessment using dynamic Autoregressive-Distributed Lag simulations--Nexus between greenhouse gas emissions, biomass energy, food and economic growth." Science of The Total Environment 668: 319-332.

    • Bugs and Suggestions

    Found a bug? Have a suggestion about how to make dynamac better? Let me know (andrew.philips [AT] colorado.edu) or post it as an issue on Github.