testthat/fit_var.R
In filipezabala/jurimetrics: General Purpose Tools for Jurimetrics
# Fit VAR (Vector AutoRegresssive)
# Pacotes e dados
library("vars")
data("Canada")
summary(Canada)
?Canada
# Descritivas
plot(Canada, nc = 2, xlab = "")
# Teste aumentado de Dickey-Fuller, testa estacionariedade, bom é rejeitar
adf1 <- summary(ur.df(Canada[, "prod"], type = "trend", lags = 2))
adf1
adf2 <- summary(ur.df(diff(Canada[, "prod"]), type = "drift", lags = 1))
adf2
filipezabala/jurimetrics documentation built on Aug. 28, 2020, 1:37 p.m.
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# Fit VAR (Vector AutoRegresssive)
# Pacotes e dados
library("vars")
data("Canada")
summary(Canada)
?Canada
# Descritivas
plot(Canada, nc = 2, xlab = "")
# Teste aumentado de Dickey-Fuller, testa estacionariedade, bom é rejeitar
adf1 <- summary(ur.df(Canada[, "prod"], type = "trend", lags = 2))
adf1
adf2 <- summary(ur.df(diff(Canada[, "prod"]), type = "drift", lags = 1))
adf2
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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