Version 1.0.6 (14 September
2018)
- The show.summary argument has dropped from the functions dlm(),
ardlDlm(), koyckDlm(), and polyDlm(). Now, a call to the classical
summary() function summarises the model.
- All the forecast functions have collected under the forecast()
method to improve usability of the package.
- To remove the model elements, matrices and vectors have been
replaced by list interface. Please see the help files for details.
- Added a functionality to remove lag 0 of any independent
series.
- Improved documentation and errors fixed.
- Reduced number of dependencies.
- Improved some functions.
Version 1.0.7 (26 September
2018)
- A bug in pre-model fitting checks fixed.
Version 1.0.8 (15 September
2018)
- A bug in the error messages of pre-model fitting checks for ARDL
models fixed.
Version 1.0.9 (21 September
2018)
- A bug in dlm() function fixed.
- More examples added.
- Removed the limitation on the maximum number of lags can be fitted
with finiteDLMauto() function.
Version 1.0.12 (29 April
2019)
- ARDL output displays variable names instead of X and Ys.
- Fixed a minor bug in ardlDlm().
- It’s possible to remove intercept from the ARDL and DL models.
- Added the implementation of ARDL bound tests.
Version 1.0.15 (17 July 2019)
- A bug in forecast() function fixed. Now, function works smoothly
when the intercept is removed.
- Added a new dataset called wheat.
Version 1.0.17 (13 August
2019)
- An improvement in user interface.
- An new function to implement standard deviation analysis for running
correlations.
- Added the CUSUM of squared recursive residuals plot to ARDL bounds
testing statibiltiy diagnostics.
- Added the RESET test to ARDL bounds testing diagnostics.
- Enhanced the wheat dataset.
Version 1.0.18 (18 October
2019)
- New goodness-of-fit measures implemented.
- Added full search over all possile model to specify lag orders for
ARDL bounds testing.
- Added normality tests for the residuals in ARDL bounds testing.
- Improved the output of ARDL bounds testing.
Version 1.0.19 (24 October
2019)
- Added a warning message.
- Added new explanations to help document.
- Fixed a bug.
Version 1.0.21 (17 January
2020)
- Changed the output structure of DLMs.
- Added straightforward calls to residuals(), coef(), and fitted()
functions.
- Added seaLevelTemp and sunspotTemp datasets
- Updated the examples in the documentation.
- Removed “start” argument from rolCorPlot() function which need ts
objects now.
Version 1.1.1 (28 February
2020)
- Added citation information.
- Fixed some outputs.
- Fixed minor bugs.
Version 1.1.4 (13 July 2020)
- Fixed the singularity problem with ARDL bounds test under some
cases.
- Added the option of running the ARDL bounds test with Newey-West
estimator.
Version 1.1.5 (27 January
2021)
- Fixed a minor output issue.
Version 1.1.6 (09 July 2021)
- Added a new dataset called GrainProduction.
Version 1.1.7 (23 February
2022)
- Fixed a bug in forecasting with ARDL models. Appreciate the tesing
effort of Dr. Rogério Porto (https://orcid.org/0000-0002-6663-9531) to
identify the bug.
Version 1.1.8 (09 May 2022)
- Fixed a bug in forecasting with ARDL models. Appreciate the tesing
effort of Mr. Arthur Welle to identify the bug.