Description
dynamac performs dynamic simulation and testing for single-equation ARDL models in R and Stata. Link to the webpage can be found here.
Installation (R)
dynamac in R can easily be installed from its CRAN repository:
install.packages("dynamac")
library(dynamac)
Alternatively, you can use the devtools package to load directly from GitHub:
library(devtools)
devtools::install_github("andyphilips/dynamac")
library(dynamac)
You should now be able to use the package.
Installation (Stata)
To install dynamac in Stata type one of the following into the console:
net sj 18-4 st0545
findit dynamac
cap ado uninstall dynamac
cap ado uninstall dynardl
cap ado uninstall pssbounds
net install dynamac, from(https://github.com/andyphilips/dynamac/raw/gh-pages/Stata/src/)
Alternatively, you download the raw files and either call directly to the .ado files or place them in your "ado/plus/" folder.
I've found a bug!
Great! Please post it on the issues page, or email the authors.