Estimation, Hypothesis Testing, Prediction in Stationary Vector Autoregressive Models
Jae H. Kim
Maintainer: Jae H. Kim
| 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.