Man pages for mboeck11/BGVAR
Bayesian Global Vector Autoregressions
| add_shockinfo | Adding shocks to 'shockinfo' argument |
| avg.pair.cc | Average Pairwise Cross-Sectional Correlations |
| bgvar | Estimation of Bayesian GVAR |
| BGVAR-package | BGVAR: Bayesian Global Vector Autoregressions |
| coef | Extract Model Coefficients of Bayesian GVAR |
| conv.diag | MCMC Convergence Diagnostics |
| DIC | Deviance Information Criterion |
| eerData | Example data set to replicate Feldkircher and Huber (2016) |
| excel_to_list | Read Data from Excel |
| fevd | Forecast Error Variance Decomposition |
| fitted | Extract Fitted Values of Bayesian GVAR |
| get_shockinfo | Create 'shockinfo' argument |
| gfevd | Generalized Forecast Error Variance Decomposition |
| hd | Historical Decomposition |
| irf | Impulse Response Function |
| list_to_matrix | Convert Input List to Matrix |
| logLik | Extract Log-likelihood of Bayesian GVAR |
| lps | Compute Log-Predictive Scores |
| matrix_to_list | Convert Input Matrix to List |
| monthlyData | Monthly EU / G8 countries macroeconomic dataset |
| pesaranData | pesaranData |
| plot | Graphical Summary of Output Created with 'bgvar' |
| predict | Predictions |
| resid.corr.test | Residual Autocorrelation Test |
| residuals | Extract Residuals of Bayesian GVAR |
| rmse | Compute Root Mean Squared Errors |
| summary | Summary of Bayesian GVAR |
| testdata | Example data set to show functionality of the package |
| vcov | Extract Variance-covariance Matrix of Bayesian GVAR |
