GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)

Estimate, test and simulate VECM and GVAR models, forcast and impulse response analysis.

AuthorRainer Puhr <rainer.puhr@aon.at>, Klaus Rheinberger <Klaus.Rheinberger@fhv.at>, Martin Summer <Martin.Summer@oenb.at>, Martin.Feldkircher <Martin.Feldkircher@oenb.at> with contributions from Stefan Zeugner <Stefan.Zeugner@ulb.ac.be>.
Date of publication2015-05-18 03:32:40
MaintainerRainer Puhr <rainer.puhr@aon.at>
LicenseGPL (>= 2)
Version0.6
http://www.r-project.org

View on R-Forge

Functions

case.test Man page
case.testP Man page
CV.maxeigen.table Man page
cv.tables.johansen Man page
Data Man page
est.vecm.mdls Man page
est.we.mdls Man page
est.we.mdls2 Man page
FEVD Man page
GIR Man page
GVAR Man page
GVAR2 Man page
OIR Man page
pesaran26 Man page
PP Man page
predict.GVAR Man page
print.vecm Man page
rank.test.vecm Man page
rank.test.we Man page
rank.test.we2 Man page
RDp Man page
set.mdl Man page
set.mdl2 Man page
summary.vecm Man page
we.diag Man page
weight Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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