Package: |
VAR.etp |
Type: |
Package |
Version: |
0.7 |
Date: |
2014-12-2 |
License: |
GPL-2 |
The data set dat.rda is from Lutkepohl's book.
It is German Macrodata in log difference.
Bootstrap bias-correction and prediction intervals are also included.
Estimation and Forecasting based on Predictive Regression is also included.