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

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Estimation, Hypothesis Testing, Prediction for Stationary Vector Autoregressive Models

Author
Jae. H. Kim
Date of publication
2014-12-02 07:45:52
Maintainer
Jae H. Kim <J.Kim@latrobe.edu.au>
License
GPL-2
Version
0.7

View on CRAN

Man pages

dat
German investment income consumption in log difference
data1
stock return data used in Kim (2014)
PR.Fore
Improved Augmented Regression Method for Predictive...
PR.IARM
Improved Augmented Regression Method (IARM) for Predictive...
PR.order
Improved Augmented Regression Method for Predictive...
Rmatrix
Improved Augmented Regression Method for Predictive...
VAR.BaBPR
Bootstrap-after-Bootstrap Prediction Intervals for VAR(p)...
VAR.Boot
Bootstrapping VAR(p) model: bias-correction based on the...
VAR.BPR
Bootstrap Prediction Intervals for VAR(p) Model
VAR.est
Estimation of unrestricted VAR(p) model parameters
VAR.etp-package
VAR modelling: estimation, testing, and prediction
VAR.FOR
VAR Forecasting
VAR.Fore
VAR Forecasting
VAR.irf
Orthogonalized impluse response functions from an estimated...
VAR.LR
The Likelihood Ratio test for parameter restrictions
VAR.Pope
Bias-correction for VAR parameter estimators based on Pope's...
VAR.Rest
VAR parameter estimation with parameter restrictions
VAR.select
Order Selection for VAR models
VAR.Wald
Wald test for parameter restrictions

Files in this package

VAR.etp
VAR.etp/NAMESPACE
VAR.etp/data
VAR.etp/data/data1.rda
VAR.etp/data/dat.rda
VAR.etp/R
VAR.etp/R/VAR.ys.R
VAR.etp/R/VAR.names.R
VAR.etp/R/VAR.Waldtest.R
VAR.etp/R/RESID.R
VAR.etp/R/OLS.AR.R
VAR.etp/R/adjust.R
VAR.etp/R/VAR.adjustP.R
VAR.etp/R/VARB.est.R
VAR.etp/R/VAR.Rtem.R
VAR.etp/R/ARM.order.R
VAR.etp/R/VAR.BaBPR.R
VAR.etp/R/VAR.Pope.R
VAR.etp/R/VAR.BPR.R
VAR.etp/R/VAR.mainf.R
VAR.etp/R/VAR.PI.R
VAR.etp/R/Rmatrix.R
VAR.etp/R/VAR.FOR.R
VAR.etp/R/ARM3.Fore.R
VAR.etp/R/PR.order.R
VAR.etp/R/ARM2.order.R
VAR.etp/R/VAR.Rest.R
VAR.etp/R/VAR.LR.R
VAR.etp/R/VARB.ys.R
VAR.etp/R/VAR.Wald.R
VAR.etp/R/Stine.R
VAR.etp/R/VAR.est.R
VAR.etp/R/PR.Fore.R
VAR.etp/R/ARM2.Fore.R
VAR.etp/R/VAR.resid.R
VAR.etp/R/coverage.R
VAR.etp/R/VAR.est1.R
VAR.etp/R/Shaman.Stine.R
VAR.etp/R/VAR.modul.R
VAR.etp/R/VAR.ForeB.R
VAR.etp/R/Mammen.R
VAR.etp/R/VAR.Fore.R
VAR.etp/R/ARM2.R
VAR.etp/R/VARB.Pope.R
VAR.etp/R/VAR.select.R
VAR.etp/R/VAR.Cest.R
VAR.etp/R/resamp.R
VAR.etp/R/VAR1.sim.R
VAR.etp/R/LSM.R
VAR.etp/R/PR.IARM.R
VAR.etp/R/PR3.R
VAR.etp/R/VAR.Boot.R
VAR.etp/R/VAR.adjust.R
VAR.etp/R/VAR.Rmat.R
VAR.etp/R/PR2.R
VAR.etp/R/VARB.Boot.R
VAR.etp/R/ARM.R
VAR.etp/R/VAR.LRtest.R
VAR.etp/R/VAR.irf.R
VAR.etp/R/VAR.modulP.R
VAR.etp/R/VAR.mseh.R
VAR.etp/MD5
VAR.etp/DESCRIPTION
VAR.etp/man
VAR.etp/man/VAR.LR.Rd
VAR.etp/man/VAR.Pope.Rd
VAR.etp/man/VAR.Rest.Rd
VAR.etp/man/VAR.Fore.Rd
VAR.etp/man/PR.order.Rd
VAR.etp/man/VAR.Boot.Rd
VAR.etp/man/VAR.Wald.Rd
VAR.etp/man/VAR.irf.Rd
VAR.etp/man/PR.Fore.Rd
VAR.etp/man/VAR.etp-package.Rd
VAR.etp/man/VAR.BPR.Rd
VAR.etp/man/VAR.BaBPR.Rd
VAR.etp/man/VAR.est.Rd
VAR.etp/man/data1.Rd
VAR.etp/man/Rmatrix.Rd
VAR.etp/man/VAR.select.Rd
VAR.etp/man/VAR.FOR.Rd
VAR.etp/man/dat.Rd
VAR.etp/man/PR.IARM.Rd