vbv-package: VBV - Time series decomposition with VBV (Verallgemeinertes...
In vbv: Time series decomposition with VBV (Verallgemeinertes Berliner Verfahren)
Description
Details
Author(s)
References
Description
vbv implements the VBV as described in the upcoming article
"Decomposition of Time Series using the Generalised Berlin Method
(VBV)" by Hebbel and Steuer, to be published in Jan Beran,
Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and
Financial Research - Theory, Methods and Practice, Festschrift in
Honour of Prof. Siegfried Heiler. Series: Advanced Studies in
Theoretical and Applied Econometrics. Springer 2014, p. 9-40.
VBV is a method to decompose a time series using
penalized splines. Both methods, static estimation and moving
estimation are implemented.
Details
Package: vbv
Type: Package
Version: 0.5
Date: 2013-12-16
License: GPL-3 or later
Author(s)
Hartmut Hebbel ( hartmut.hebbel@hsu-hh.de )
Detlef Steuer (steuer@hsu-hh.de)
Maintainer: steuer@hsu-hh.de
References
Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and
Financial Research - Theory, Methods and Practice, Festschrift in
Honour of Prof. Siegfried Heiler. Series: Advanced Studies in
Theoretical and Applied Econometrics. Springer 2014, p. 9-40.
vbv documentation built on May 2, 2019, 5:25 p.m.
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Description Details Author(s) References
Description
vbv implements the VBV as described in the upcoming article "Decomposition of Time Series using the Generalised Berlin Method (VBV)" by Hebbel and Steuer, to be published in Jan Beran, Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and Financial Research - Theory, Methods and Practice, Festschrift in Honour of Prof. Siegfried Heiler. Series: Advanced Studies in Theoretical and Applied Econometrics. Springer 2014, p. 9-40. VBV is a method to decompose a time series using penalized splines. Both methods, static estimation and moving estimation are implemented.
Details
| Package: | vbv |
| Type: | Package |
| Version: | 0.5 |
| Date: | 2013-12-16 |
| License: GPL-3 or later |
Author(s)
Hartmut Hebbel ( hartmut.hebbel@hsu-hh.de )
Detlef Steuer (steuer@hsu-hh.de)
Maintainer: steuer@hsu-hh.de
References
Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and Financial Research - Theory, Methods and Practice, Festschrift in Honour of Prof. Siegfried Heiler. Series: Advanced Studies in Theoretical and Applied Econometrics. Springer 2014, p. 9-40.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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