dynamac performs dynamic simulation and testing for single-equation ARDL models in R and Stata. Link to the webpage can be found here.
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.
To install dynamac in Stata type one of the following into the console (note that using net install calls directly from Github and will ensure the most up-to-date version):
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.
Great! Please post it on the issues page, or email the authors.