In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(oscbvar)

This vignettes contains a brief introduction to the macroeconomical data used in the paper.

head(macrodata)

We focus primarily on the three time series below

ts.plot(macrodata[, 1], ylab = "GDPC1", xlab = "")
ts.plot(macrodata[, 2], ylab = "GDPCTPI", xlab = "")
ts.plot(macrodata[, 3], ylab = "FEDFUNDS", xlab = "")

ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.