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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.

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Version

Install

install.packages('StVAR')

Monthly Downloads

17

Version

1.1

License

GPL-2

Maintainer

Niraj Poudyal

Last Published

February 11th, 2017

Functions in StVAR (1.1)

StAR

StVAR

StDLRM