Man pages for VAR.spec
Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics

calculate.VARAttempts to define a bivariate VAR (Vector autoregression)...
calc.VAR.spec.from.coefsCalculates the spectral matrix of a multivariate VAR (Vector...
Init.varInitializes an object of class 'var'
plot_VAR.Phase.detailsPlots details related to the Phase spectrum of a bivariate...
plot_VAR.spectraPlots spectra of a bivariate VAR (Vector autoregression)...
simulate.VARSimulates a bivariate series from a bivariate VAR (Vector...
VAR.inv.roots.from.det.crossAn example 'data.frame' defining a VAR (Vector...
VAR.inv.roots.from.eta.ksi.zetaAn example 'data.frame' defining a VAR model.
VAR.spec-packageAllows Specifying a Bivariate VAR (Vector Autoregression)...
VAR.spec documentation built on June 22, 2024, 10:37 a.m.