VAR.etp-package: VAR Modelling: Estimation, Testing, and Prediction

VAR.etp-packageR Documentation

VAR Modelling: Estimation, Testing, and Prediction

Description

Estimation, Hypothesis Testing, Prediction in Stationary Vector Autoregressive Models

Details

Package: VAR.etp
Type: Package
Version: 0.7
Date: 2014-12-2
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 July 2, 2022, 1:05 a.m.