mvardlurt 1.0.0
- Initial CRAN release.
- Implements the multivariate ARDL unit root test (Sam, McNown, Goh
& Goh, 2024).
- Features:
- Automatic lag selection via AIC/BIC
- Bootstrap critical values for correct size
- Three deterministic cases (none, intercept, intercept + trend)
- Four-case decision framework for inference
- Comprehensive print and summary methods
- Diagnostic plots