VAR.etp: VAR modelling: estimation, testing, and prediction
Version 0.7

Estimation, Hypothesis Testing, Prediction for Stationary Vector Autoregressive Models

Browse man pages Browse package API and functions Browse package files

AuthorJae. H. Kim
Date of publication2014-12-02 07:45:52
MaintainerJae H. Kim <J.Kim@latrobe.edu.au>
LicenseGPL-2
Version0.7
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("VAR.etp")

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

Functions

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

Files

NAMESPACE
data
data/data1.rda
data/dat.rda
R
R/VAR.ys.R
R/VAR.names.R
R/VAR.Waldtest.R
R/RESID.R
R/OLS.AR.R
R/adjust.R
R/VAR.adjustP.R
R/VARB.est.R
R/VAR.Rtem.R
R/ARM.order.R
R/VAR.BaBPR.R
R/VAR.Pope.R
R/VAR.BPR.R
R/VAR.mainf.R
R/VAR.PI.R
R/Rmatrix.R
R/VAR.FOR.R
R/ARM3.Fore.R
R/PR.order.R
R/ARM2.order.R
R/VAR.Rest.R
R/VAR.LR.R
R/VARB.ys.R
R/VAR.Wald.R
R/Stine.R
R/VAR.est.R
R/PR.Fore.R
R/ARM2.Fore.R
R/VAR.resid.R
R/coverage.R
R/VAR.est1.R
R/Shaman.Stine.R
R/VAR.modul.R
R/VAR.ForeB.R
R/Mammen.R
R/VAR.Fore.R
R/ARM2.R
R/VARB.Pope.R
R/VAR.select.R
R/VAR.Cest.R
R/resamp.R
R/VAR1.sim.R
R/LSM.R
R/PR.IARM.R
R/PR3.R
R/VAR.Boot.R
R/VAR.adjust.R
R/VAR.Rmat.R
R/PR2.R
R/VARB.Boot.R
R/ARM.R
R/VAR.LRtest.R
R/VAR.irf.R
R/VAR.modulP.R
R/VAR.mseh.R
MD5
DESCRIPTION
man
man/VAR.LR.Rd
man/VAR.Pope.Rd
man/VAR.Rest.Rd
man/VAR.Fore.Rd
man/PR.order.Rd
man/VAR.Boot.Rd
man/VAR.Wald.Rd
man/VAR.irf.Rd
man/PR.Fore.Rd
man/VAR.etp-package.Rd
man/VAR.BPR.Rd
man/VAR.BaBPR.Rd
man/VAR.est.Rd
man/data1.Rd
man/Rmatrix.Rd
man/VAR.select.Rd
man/VAR.FOR.Rd
man/dat.Rd
man/PR.IARM.Rd
VAR.etp documentation built on May 29, 2017, 10:51 a.m.