Muhammad Alkhalaf

Also published as Muhammad Abdullah Alkhalaf

23 packages On CRAN since Mar 2026 (5 months) · last active 4 weeks ago 0009-0002-2677-9246

R-Universe CRAN Search

Downloads

3.8K

Last 30 days

18.6K

Last 90 days

29K

Last year

Average trend: -43.9% (30d vs prior 30d)

Top Packages by Downloads

ardlverse

477

boundedur

285

fqardl

254

caustests

251

cointests

244

cointsmall

239

xtcspqardl

239

hatemicoint

231

xtbhst

222

rbfmvar

215

Portfolio Check Status

Aggregate CRAN check results across 23 maintained packages.

299

Recent Activity

ardlverse updated v2.0.0 Jun 29, 2026

Comprehensive ARDL: Panel, Bootstrap and Fourier Methods

paneltests new v1.0.5 May 4, 2026

Panel Data Pre-Testing and Diagnostic Suite

xtfifevd new v1.0.2 Apr 28, 2026

Panel Fixed Effects Filtered and Variance Decomposition Estimation

xtbhst updated v1.0.2 Apr 27, 2026

Bootstrap Slope Heterogeneity Test for Panel Data

rbfmvar new v2.0.2 Apr 9, 2026

Residual-Based Fully Modified Vector Autoregression

tptest new v1.0.3 Apr 9, 2026

Universal Turning Point and Inflection Point Tests

SVARtca new v1.0.2 Apr 8, 2026

Transmission Channel Analysis in Structural VAR Models

caustests updated v1.1.1 Apr 5, 2026

Multiple Granger Causality Tests for Time Series and Panel Data

unitrootests updated v1.1.0 Apr 3, 2026

Comprehensive Unit Root and Stationarity Tests

xtrec new v1.0.0 Mar 29, 2026

Panel Unit Root Test Based on Recursive Detrending

Maintained Packages

23 packages

Package	Title	Downloads	Version
ardlverse	Comprehensive ARDL: Panel, Bootstrap and Fourier Methods	477	2.0.0
boundedur	Unit Root Tests for Bounded Time Series	285	1.0.1
fqardl	Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests	254	1.0.2
caustests	Multiple Granger Causality Tests for Time Series and Panel Data	251	1.1.1
cointests	Comprehensive Cointegration Tests with Fourier and Panel Methods	244	1.0.0
cointsmall	Cointegration Tests with Structural Breaks in Small Samples	239	1.0.2
xtcspqardl	Cross-Sectionally Augmented Panel Quantile ARDL	239	1.0.2
hatemicoint	Hatemi-J Cointegration Test with Two Unknown Regime Shifts	231	1.0.1
xtbhst	Bootstrap Slope Heterogeneity Test for Panel Data	222	1.0.2
rbfmvar	Residual-Based Fully Modified Vector Autoregression	215	2.0.2
mvardlurt	Multivariate ARDL Unit Root Test	203	1.0.2
xtrec	Panel Unit Root Test Based on Recursive Detrending	197	1.0.0
xtbreakcoint	Panel Cointegration Tests with Structural Breaks	196	1.0.4
SVARtca	Transmission Channel Analysis in Structural VAR Models	193	1.0.2
xtfifevd	Panel Fixed Effects Filtered and Variance Decomposition Estimation	193	1.0.2
tptest	Universal Turning Point and Inflection Point Tests	188	1.0.3
qardlr	Quantile Autoregressive Distributed Lag Model	157	1.0.1
paneltests	Panel Data Pre-Testing and Diagnostic Suite	145	1.0.5
fbardl	Fourier Bootstrap ARDL Cointegration Test	138	1.0.2
xtpqardl	Panel Quantile Autoregressive Distributed Lag Model	136	1.0.1
xtdhcoint	Durbin-Hausman Panel Cointegration Tests	130	1.0.1
unitrootests	Comprehensive Unit Root and Stationarity Tests	126	1.1.0
qadf	Quantile Autoregressive Distributed Lag Unit Root Test	119	1.0.0