Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics

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Documentation for package ‘VAR.spec’ version 1.0

• DESCRIPTION file.

Help Pages

VAR.spec-package	Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics
calc.VAR.spec.from.coefs	Calculates the spectral matrix of a multivariate VAR (Vector autoregression) model.
calculate.VAR	Attempts to define a bivariate VAR (Vector autoregression) model.
Init.var	Initializes an object of class 'var'
plot_VAR.Phase.details	Plots details related to the Phase spectrum of a bivariate VAR (Vector autoregression) model.
plot_VAR.spectra	Plots spectra of a bivariate VAR (Vector autoregression) model.
simulate.VAR	Simulates a bivariate series from a bivariate VAR (Vector autoregression) model.
VAR.inv.roots.from.det.cross	An example 'data.frame' defining a VAR (Vector autoregression) model.
VAR.inv.roots.from.eta.ksi.zeta	An example 'data.frame' defining a VAR model.
VAR.spec	Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics