Estimation and Inference for the Fractionally Cointegrated VAR

FCVAR | A package for estimating the Fractionally Cointegrated VAR... |

FCVARboot | Bootstrap Likelihood Ratio Test |

FCVARbootRank | Distribution of LR Test Statistic for the Rank Test |

FCVARestn | Estimate FCVAR model |

FCVARforecast | Forecasts with the FCVAR Model |

FCVARhypoTest | Test of Restrictions on FCVAR Model |

FCVARlagSelect | Select Lag Order |

FCVARlikeGrid | Grid Search to Maximize Likelihood Function |

FCVARoptions | Set Estimation Options |

FCVARrankTests | Test for Cointegrating Rank |

FCVARsim | Draw Samples from the FCVAR Model |

FCVARsimBS | Draw Bootstrap Samples from the FCVAR Model |

FracDiff | Fast Fractional Differencing |

GetCharPolyRoots | Roots of the Characteristic Polynomial |

MVWNtest | Multivariate White Noise Tests |

plot.FCVAR_grid | Plot the Likelihood Function for the FCVAR Model |

plot.FCVAR_roots | Plot Roots of the Characteristic Polynomial |

summary.FCVAR_lags | Summarize Statistics from Lag Order Selection |

summary.FCVAR_model | Summarize Estimation Results from the FCVAR model |

summary.FCVAR_ranks | Summarize Results of Tests for Cointegrating Rank |

summary.FCVAR_roots | Print Summary of Roots of the Characteristic Polynomial |

summary.MVWN_stats | Summarize Statistics for Multivariate White Noise Tests |

votingJNP2014 | Aggregate support for Canadian political parties. |

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