Man pages for GVAR
Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
| case.test | test case |
| case.testP | Print function for intercept/trend structure testing |
| cv.tables.johansen | Estimates of critical values of the limiting distributions of... |
| CV.trace.table | Estimates of critical values of the limiting distributions of... |
| est.vecm.mdls | Estimation of Vector Error Correction Models |
| est.we.mdls | Estimation of Weakly Exogenous VEC Models |
| est.we.mdls2 | Estimate VECMs ala pesaran |
| FEVD | Forecast Error Variance Decomposition |
| GIR | Generalized Impulse Response |
| GVAR | Global Vector Auto-Regressive Modelling |
| GVAR2 | GVAR ala pesaran |
| OIR | Orthogonalized Impulse Response |
| pesaran26 | Pesaran's sample of 26 countries |
| PP | Persistence Profiles |
| predict.GVAR | Forecasting GVAR objects |
| print.vecm | Printing objects of class vecm |
| rank.test.vecm | Test for Cointegrating Rank in Vector Error Correction Models |
| rank.test.we2 | test rank ala pesaran |
| RDp | German long term interest and inflation rate |
| set.mdl | Transform VECM to VAR |
| set.mdl2 | VEC to VAR ala pesaran |
| summary.vecm | Summarizing objects of class vecm |
| we.diag | Exogeneity diagnostics |
