VAR.etp: VAR Modelling: Estimation, Testing, and Prediction

A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.

Package details

AuthorJae. H. Kim
MaintainerJae H. Kim <jaekim8080@gmail.com>
LicenseGPL-2
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("VAR.etp")

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VAR.etp documentation built on Aug. 31, 2023, 9:08 a.m.