Man pages for BigVAR
Dimension Reduction Methods for Multivariate Time Series
| A | Generator for Simulated Multivariate Time Series |
| BigVAR | Dimension Reduction Methods for Multivariate Time Series. |
| BigVAR-class | BigVAR Object Class |
| BigVAR.est-methods | BigVAR Estimation |
| BigVAR.fit | Simple function to fit BigVAR model with fixed penalty... |
| BigVAR.intermediate | BigVAR.intermediate This class contains the in-sample results... |
| BigVAR.results | BigVAR.results This class contains the results from... |
| BigVAR.results-coef-methods | Default coef method BigVAR-results, returns the last... |
| BigVAR.results-plot-methods | Plot an object of class BigVAR.results |
| constructModel | Construct an object of class BigVAR |
| cv.BigVAR-methods | Cross Validation for BigVAR |
| MultVarSim | Simulate a VAR |
| plot.BigVAR-methods | Plot a BigVAR object |
| predict-methods-BigVAR.results | Forecast using a BigVAR.results object |
| PredictVARX | One-step ahead predictions for VARX models |
| show-methods | Default show method for an object of class BigVAR |
| show-methods-BigVAR.results | Default show method for an object of class BigVAR.results |
| SparsityPlot.BigVAR.results-methods | Sparsity Plot of a BigVAR.results object |
| VarptoVar1MC | Converts a VAR coefficient matrix of order p to multiple... |
| VARXFit | Fit a VAR or VARX model by least squares |
| VARXForecastEval | Evaluate forecasts from a VAR or VARX with lag orders... |
| VARXLagCons | Construct a VAR or VARX lag matrix |
| Y | Simulated Multivariate Time Series |
