Fourier ARDL Bounds Model for Time Series Data in R - with OLS and Bootstrap Example
Noman Arshed
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Fourier ARDL Bounds Model for Time Series Data in R - with OLS and Bootstrap Example
1 717 просмотров · 2 года назад
Noman Arshed
7,3 тыс. подписчиков
1 717 просмотров · 2 года назад
This video explores how Fourier components can be included in the ARDL bounds testing model. The advantage of this model is that it can capture nonlinear seasonality and periodicity in the data. You can make this model bootstrap using - • Estimate Bootstrap ARDL by Noman Arshed | ... and apply the fourier series in OLS regression in R