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StVAR: Student's t Vector Autoregression (StVAR)
Estimation of multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.
Getting started
Browse package contents
Package details |
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| Author | Niraj Poudyal |
| Maintainer | Niraj Poudyal <nirajp6@vt.edu> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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