FCVAR |
A package for estimating the Fractionally Cointegrated VAR model. |
FCVARboot |
Bootstrap Likelihood Ratio Test |
FCVARbootRank |
Distribution of LR Test Statistic for the Rank Test |
FCVARestn |
Estimate FCVAR model |
FCVARforecast |
Forecasts with the FCVAR Model |
FCVARhypoTest |
Test of Restrictions on FCVAR Model |
FCVARlagSelect |
Select Lag Order |
FCVARlikeGrid |
Grid Search to Maximize Likelihood Function |
FCVARoptions |
Set Estimation Options |
FCVARrankTests |
Test for Cointegrating Rank |
FCVARsim |
Draw Samples from the FCVAR Model |
FCVARsimBS |
Draw Bootstrap Samples from the FCVAR Model |
FracDiff |
Fast Fractional Differencing |
GetCharPolyRoots |
Roots of the Characteristic Polynomial |
MVWNtest |
Multivariate White Noise Tests |
plot.FCVAR_grid |
Plot the Likelihood Function for the FCVAR Model |
plot.FCVAR_roots |
Plot Roots of the Characteristic Polynomial |
summary.FCVAR_lags |
Summarize Statistics from Lag Order Selection |
summary.FCVAR_model |
Summarize Estimation Results from the FCVAR model |
summary.FCVAR_ranks |
Summarize Results of Tests for Cointegrating Rank |
summary.FCVAR_roots |
Print Summary of Roots of the Characteristic Polynomial |
summary.MVWN_stats |
Summarize Statistics for Multivariate White Noise Tests |
votingJNP2014 |
Aggregate support for Canadian political parties. |