Man pages for rbfmvar
Residual-Based Fully Modified Vector Autoregression
| coef.rbfmvar | Extract Coefficients from rbfmvar Object |
| estimate_lrv | Estimate Long-Run Variance Matrix |
| estimate_onesided_lrv | Estimate One-Sided Long-Run Covariance |
| estimate_var_ols | Simple VAR OLS Estimation |
| fevd | Forecast Error Variance Decomposition |
| fitted.rbfmvar | Extract Fitted Values from rbfmvar Object |
| forecast | Out-of-Sample Forecasting |
| forecast.rbfmvar | Out-of-Sample Forecasting for RBFM-VAR |
| format_kernel | Format Kernel Name for Display |
| get_kernel_constant | Get Kernel Rate Constant |
| get_kernel_exponent | Get Kernel Characteristic Exponent |
| get_kernel_function | Get Kernel Function by Name |
| granger_matrix | Granger Causality Matrix |
| granger_test | Granger Non-Causality Test |
| ic_table | Get Information Criteria Table |
| irf | Impulse Response Functions |
| kernel_bartlett | Bartlett (Newey-West) Kernel |
| kernel_parzen | Parzen Kernel |
| kernel_qs | Quadratic Spectral (QS) Kernel |
| kernels | Kernel Functions for Long-Run Variance Estimation |
| lrv | Long-Run Variance Estimation |
| plot.rbfmvar_forecast | Plot Method for rbfmvar_forecast Objects |
| print.rbfmvar | Print Method for rbfmvar Objects |
| print.rbfmvar_forecast | Print Method for rbfmvar_forecast Objects |
| print.summary.rbfmvar | Print Method for summary.rbfmvar Objects |
| rbfmvar | Residual-Based Fully Modified VAR Estimation |
| rbfmvar_estimate | Core RBFM-VAR Estimation |
| rbfmvar-package | rbfmvar: Residual-Based Fully Modified Vector Autoregression |
| residuals.rbfmvar | Extract Residuals from rbfmvar Object |
| select_bandwidth_andrews | Andrews (1991) Automatic Bandwidth Selection |
| select_lags_ic | Lag Selection via Information Criteria |
| summary.rbfmvar | Summary Method for rbfmvar Objects |
| vcov.rbfmvar | Extract Variance-Covariance Matrix from rbfmvar Object |
