Man pages for FCVAR
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. |
