VAR.etp: VAR modelling: estimation, testing, and prediction

Estimation, Hypothesis Testing, Prediction for Stationary Vector Autoregressive Models

Package details

AuthorJae. H. Kim
MaintainerJae H. Kim <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the VAR.etp package in your browser

Any scripts or data that you put into this service are public.

VAR.etp documentation built on May 1, 2019, 8:02 p.m.