Man pages for franzmohr/bvartools
Bayesian Inference of Vector Autoregressive Models

bvarBayesian Vector Autoregression Objects
bvartoolsbvartools: Bayesian Inference of Vector Autoregressive Models
bvecBayesian Vector Error Correction Objects
bvec_to_bvarTransform a VECM to VAR in levels
bvsBayesian Variable Selection
e1West German economic time series data
e6German interest and inflation rate data
fevdForecast Error Variance Decomposition
gen_varVector Autoregressive Model Input
gen_vecVector Error Correction Model Input
irfImpulse Response Function
kalman_dkDurbin and Koopman Simulation Smoother
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
thinThinning Posterior Draws
franzmohr/bvartools documentation built on Aug. 2, 2019, 4:31 p.m.