Package: DWaveNARDL
Type: Package
Title: Dual Wavelet Based NARDL Model
Version: 0.1.0
Authors@R: c(
    person("Md", "Yeasin", role = c("aut", "cre"), email = "yeasin.iasri@gmail.com"),
    person("Ranjit Kumar", "Paul", role = c("aut"), email = "ranjitstat@gmail.com"),
    person("Ranjit Kumar", "Upadhyay", role = "aut"),
    person("Anita", "Sarkar", role = "aut"),
    person("Amrit Kumar", "Paul", role = "aut")
    )
Author: Md Yeasin [aut, cre],
  Ranjit Kumar Paul [aut],
  Ranjit Kumar Upadhyay [aut],
  Anita Sarkar [aut],
  Amrit Kumar Paul [aut]
Maintainer: Md Yeasin <yeasin.iasri@gmail.com>
Description: Dual Wavelet based Nonlinear Autoregressive Distributed Lag model has been developed for noisy time series analysis. This package is designed to capture both short-run and long-run relationships in time series data, while incorporating wavelet transformations. The methodology combines the NARDL model with wavelet decomposition to better capture the nonlinear dynamics of the series and exogenous variables. The package is useful for analyzing economic and financial time series data that exhibit both long-term trends and short-term fluctuations. This package has been developed using algorithm of Jammazi et al. <doi:10.1016/j.intfin.2014.11.011>.
License: GPL-3
Encoding: UTF-8
Imports: nardl, wavelets, stats, roxygen2
RoxygenNote: 7.2.1
NeedsCompilation: no
Packaged: 2025-04-29 04:47:28 UTC; YEASIN
Repository: CRAN
Date/Publication: 2025-04-30 08:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 03:48:13 UTC; unix
