Description
Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap critical values ensure correct size regardless of nuisance parameters. Provides automatic lag selection via AIC/BIC, diagnostic tests, and comprehensive inference tables following the four-case framework.
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407
Last 30 days
10626th
1.3K
Last 90 days
1.7K
Last year
Trend: -3.8% (30d vs prior 30d)
0
Last 30 days
22
Last 90 days
28
Last year
Trend: -100% (30d vs prior 30d)
1
Last 7 days
4
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 16, 2026
Code
Structure
Lines of code
1,770
Files
17
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
2
Internal functions
13
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.21
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
100%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
4.0.0
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2026-03-16
Latest release
2026-03-16
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.