bigtime | bigtime: A package for obtaining sparse estimates of large... |
create_rand_coef_mat | Creates a random coefficient matrix |
diagnostics_plot | Creates a Diagnostic Plot |
diagnostics_plot.bigtime.VAR | diagnostics_plot function for VAR models |
diagnostics_plot.bigtime.VARMA | diagnostics_plot function for VARMA models |
diagnostics_plot.bigtime.VARX | diagnostics_plot function for VARX models |
directforecast | Function to obtain h-step ahead direct forecast based on... |
dot-diagnostics_plot | Internal function to plot the diagnostics plot |
dot-get_ic_vals | Calculates ICs |
dot-recursiveforecast | Recursively forecast a VAR |
fitted.bigtime.VAR | Gives the fitted values of a model estimated using... |
fitted.bigtime.VARMA | Gives the fitted values of a model estimated using... |
fitted.bigtime.VARX | Gives the fitted values of a model estimated using... |
get_ic_vals | Calculates the Information Criteria for a VAR, VARX, VARMA... |
get_ic_vals.bigtime.VAR | Calculates the Information Criteria for a model estimated... |
get_ic_vals.bigtime.VARX | Calculates the Information Criteria for a model estimated... |
ic_selection | Selects the optimal penalty parameter using information... |
is.stable | Checks whether a VAR is stable |
lagmatrix | Creates Lagmatrix of Estimated Coefficients |
pipe | Pipe operator |
plot.bigtime.recursiveforecast | Plots Recursive Forecasts |
plot.bigtime.simVAR | Plots a simulated VAR |
plot_cv | Plot the Cross Validation Error Curve for a Sparse VAR or... |
recursiveforecast | Recursively Forecasts a VAR |
reduce_cube | Reduces the third dimension of a cube and returns a data... |
residuals.bigtime.VAR | Gives the residuals for VAR models estimated using... |
residuals.bigtime.VARMA | Gives the residuals for VARMA models estimated using... |
residuals.bigtime.VARX | Gives the residuals for VARX models estimated using... |
simVAR | Simulates a VAR(p) with various sparsity patterns |
sparseVAR | Sparse Estimation of the Vector AutoRegressive (VAR) Model |
sparseVARMA | Sparse Estimation of the Vector AutoRegressive Moving Average... |
sparseVARX | Sparse Estimation of the Vector AutoRegressive with Exogenous... |
summary.bigtime.simVAR | Gives a small summary of a VAR simulation |
X.varx | VARX Time Series Example ('varx.example') |
Y.var | VAR Time Series Example ('var.example') |
Y.varma | VARMA Time Series Example ('varma.example') |
Y.varx | VARX Time Series Example ('varx.example') |
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