Learn R

StVAR (version 1.1)

Student's t Vector Autoregression (StVAR)

Description

Estimation of multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.

Copy Link

Version

Down Chevron

Install

install.packages('StVAR')

Monthly Downloads

22

Version

1.1

License

GPL-2

Maintainer

Niraj Poudyal

Last Published

February 11th, 2017

Functions in StVAR (1.1)