| VAR.etp-package {VAR.etp} | R Documentation |
VAR Modelling: Estimation, Testing, and Prediction
Description
Estimation, Hypothesis Testing, Prediction in Stationary Vector Autoregressive Models
Details
| Package: | VAR.etp |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2023-08-31 |
| 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.
Author(s)
Jae H. Kim
Maintainer: Jae H. Kim
[Package VAR.etp version 1.1 Index]