Man pages for VAR.etp
VAR Modelling: Estimation, Testing, and Prediction
| 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 |
