cvar: Classical VAR.

In kthohr/BMR: Bayesian Macroeconometrics in R

Description

OLS estimation of a VAR model with bootstrapped IRFs.

Usage

var_obj <- new(cvar)

Details

For technical details of the model, see the accompanying vignette.

Author(s)

Keith O'Hara

See Also

forecast.cvar, IRF.cvar.

Examples

## Not run: 
data(BMRVARData)
var_data <- data.matrix(USMacroData[,2:4])

var_obj = new(cvar)

#

var_obj$build(var_data,TRUE,4)
var_obj$estim()
var_obj$boot(10000)

IRF(var_obj,20,var_names=colnames(USMacroData),save=FALSE)
plot(var_obj,var_names=colnames(USMacroData),save=FALSE)
forecast(var_obj,shocks=TRUE,var_names=colnames(USMacroData),back_data=10,save=FALSE)

## End(Not run)

kthohr/BMR documentation built on May 20, 2019, 7:04 p.m.