VAR.etp-package: VAR Modelling: Estimation, Testing, and Prediction
In VAR.etp: VAR Modelling: Estimation, Testing, and Prediction
VAR.etp-package R Documentation
VAR Modelling: Estimation, Testing, and Prediction
Description
Estimation, Hypothesis Testing, Prediction in Stationary Vector Autoregressive Models
Details
Package: VAR.etp
Type: Package
Version: 1.1
Date: 2023-08-31
License: GPL-2
The data set dat.rda is from Lutkepohl's book.
It is German Macrodata in log difference.
Bootstrap bias-correction and prediction intervals are also included.
Estimation and Forecasting based on Predictive Regression is also included.
Author(s)
Jae H. Kim
Maintainer: Jae H. Kim
VAR.etp documentation built on Aug. 31, 2023, 9:08 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| VAR.etp-package | R Documentation |
VAR Modelling: Estimation, Testing, and Prediction
Description
Estimation, Hypothesis Testing, Prediction in Stationary Vector Autoregressive Models
Details
| Package: | VAR.etp |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2023-08-31 |
| License: | GPL-2 |
The data set dat.rda is from Lutkepohl's book.
It is German Macrodata in log difference.
Bootstrap bias-correction and prediction intervals are also included.
Estimation and Forecasting based on Predictive Regression is also included.
Author(s)
Jae H. Kim
Maintainer: Jae H. Kim
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.