VAR.etp (version 1.1)

VAR Modelling: Estimation, Testing, and Prediction

Description

A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.

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Install

install.packages('VAR.etp')

Monthly Downloads

372

Version

1.1

License

GPL-2

Maintainer

Last Published

August 31st, 2023

Functions in VAR.etp (1.1)