Dynamic simulation and testing of single-equation ARDL models


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.


You download dynamac in R directly from CRAN:


To run dynamac in Stata, type "net sj 18-4 st0545" into Stata, or "findit dynamac"


  • 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, Soren and Andrew 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, Soren and Andrew Q. Philips. 2018. "Cointegration testing and dynamic simulations of autoregressive distributed lag models." Stata Journal 18(4): 902-923.
  • 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.