Man pages for cif
Cointegrated ICU Forecasting
| crossing | computes at which observation a vector y crosses ref for the... |
| diffe | appends NA at beginning of diff(y) |
| ec.companion | computes companion matrix of the VAR |
| ec.datadet1 | prepares deterministics D^(1) |
| ec.datadet2 | prepares deterministics D^(2) |
| ec.datalag | prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation |
| ec.EG1 | estimates the VECM with the 2-stage procedure of Engle &... |
| ec.gfd | plots forecasts of difference with confidence bars |
| ec.gfl | plots level forecasts with confidence bars |
| ec.gfld | ec.gfld plots forecasts of levels and difference with... |
| ec.ifp | Computes Indices of Forecast Performance |
| ec.main | Forecast with Vector Error Correction Model |
| ec.plotfor | plots forecasts |
| ec.plotroots | Companion matrix of the VAR |
| ec.predict | produces predictions for the VECM via its VAR companion form |
| ec.searchbreaks | search for breaks dates for given q (=1,2,3,4) |
| iculomb | Data from Italian Civil Protection |
| lagn | lag j of matrix or vector y |
| listsize | listsize number of terms in the search for 1,2,3,4 number of... |
| mls | Multivariate Least-Squares regression |
| summary.cif | summary function for cif |
| Wald.mls | Wald test for Multivariate Least-Squares regression |
