Files in nielsaka/zeitreihe
Simulate, Estimate, Select, and Forecast Multiple Time Series Processes
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/SVAR-1-simulation.R
R/SVAR-2-estimation.R
R/SVAR-2b-estimation-sign.R
R/SVAR-3-identification.R
R/VAR-1-simulation.R
R/VAR-2-estimation.R
R/VAR-3-selection.R
R/aux_funs.R
R/visuals.R
README.md
TODO.txt
covr.R
data/oil.rda
man/MA_coeffs.Rd
man/Y2Z.Rd
man/all_true.Rd
man/asy_cov_mat_struc_coeff.Rd
man/check_stability.Rd
man/check_start.Rd
man/chol_decomp.Rd
man/commutation_matrix.Rd
man/companion_format.Rd
man/conc_log_lik_init.Rd
man/cov_var_process.Rd
man/create_arp_data.Rd
man/create_svar_data.Rd
man/create_varp_data.Rd
man/dm_col_index.Rd
man/dm_index.Rd
man/duplication_matrix.Rd
man/duplication_matrix_ginverse.Rd
man/expander_e.Rd
man/gradient_var_init.Rd
man/is_identified.Rd
man/lag_length.Rd
man/log_lik_init.Rd
man/mean_var_process.Rd
man/mle_var.Rd
man/obs_length.Rd
man/ols_cholesky.Rd
man/ols_mv.Rd
man/rank_condition.Rd
man/sMA_CI.Rd
man/sMA_coeffs.Rd
man/selection_matrix.Rd
man/selector_J.Rd
man/split_templ.Rd
man/var_length.Rd
man/vec.Rd
man/vech.Rd
tests/testthat.R
tests/testthat/Be_hat_mle.txt
tests/testthat/arp_data.rds
tests/testthat/cov_var_process.txt
tests/testthat/cov_var_process2.txt
tests/testthat/gradient.txt
tests/testthat/helper-inputs.R
tests/testthat/helper-start.R
tests/testthat/mle_fit.txt
tests/testthat/ols_mv.rds
tests/testthat/svar_data.rds
tests/testthat/test-SVAR-1-simulation.R
tests/testthat/test-SVAR-2-estimation.R
tests/testthat/test-SVAR-3-identification.R
tests/testthat/test-VAR-1-simulation.R
tests/testthat/test-VAR-2-estimation.R
tests/testthat/test-aux_funs.R
zeitreihe.Rproj
