Man pages for bvartools
Bayesian Inference of Vector Autoregressive and Error Correction Models

add_priorsAdd Priors to Bayesian Models A generic function used to...
add_priors.bvarmodelAdd Priors for a Vector Autoregressive Models
add_priors.bvecmodelAdd Priors for Vector Error Correction Models
add_priors.dfmodelAdd Priors to Dynamic Factor Model
bem_dfmdataFRED-QD data
bvarBayesian Vector Autoregression Objects
bvarpostPosterior Simulation for BVAR Models
bvartools-packagebvartools: Bayesian Inference of Vector Autoregressive and...
bvecBayesian Vector Error Correction Objects
bvecpostPosterior Simulation for BVEC Models
bvec_to_bvarTransform a VEC Model to a VAR in Levels
bvsBayesian Variable Selection
dfmBayesian Dynamic Factor Model Objects
dfmpostPosterior Simulation for Dynamic Factor Models
draw_posteriorPosterior Simulation
draw_posterior.bvarmodelPosterior Simulation
draw_posterior.bvecmodelPosterior Simulation for Vector Error Correction Models
draw_posterior.dfmodelPosterior Simulation
e1West German economic time series data
e6German interest and inflation rate data
fevdForecast Error Variance Decomposition A generic function used...
fevd.bvarForecast Error Variance Decomposition
gen_dfmDynamic Factor Model Input
gen_varVector Autoregressive Model Input
gen_vecVector Error Correction Model Input
inclusion_priorPrior Inclusion Probabilities
irfImpulse Response Function A generic function used to...
irf.bvarImpulse Response Function
kalman_dkDurbin and Koopman Simulation Smoother
loglik_normalCalculates the log-likelihood of a multivariate normal...
minnesota_priorMinnesota Prior
plot.bvarlistPlotting Posterior Draws of Bayesian VAR or VEC Models
plot.bvarprdPlotting Forecasts of BVAR Models
post_coint_klsPosterior Draw for Cointegration Models
post_coint_kls_surPosterior Draw for Cointegration Models
post_normalPosterior Draw from a Normal Distribution
post_normal_surPosterior Draw from a Normal Distribution
ssvsStochastic Search Variable Selection
ssvs_priorStochastic Search Variable Selection Prior
stoch_volStochastic Volatility
stochvol_ksc1998Stochastic Volatility
stochvol_ocsn2007Stochastic Volatility
summary.bvarSummarising Bayesian VAR Coefficients
summary.bvarlistSummarising Bayesian VAR or VEC Models
summary.bvecSummarising Bayesian VEC Coefficients
summary.dfmSummarising Bayesian Dynamic Factor Models
thin.bvarThinning Posterior Draws
thin.bvarlistThinning Posterior Draws
thin.bvecThinning Posterior Draws
thin.dfmThinning Posterior Draws
us_macrodataUS macroeconomic data
bvartools documentation built on Aug. 31, 2023, 1:09 a.m.