GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
Version 0.6

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

Getting started

Package details

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
URL http://www.r-project.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("GVAR", repos="http://R-Forge.R-project.org")

Try the GVAR package in your browser

Any scripts or data that you put into this service are public.

GVAR documentation built on May 31, 2017, 4:53 a.m.