Acoef_sh |
Coefficient matrices of endogenous variables |
arch.test_sh |
ARCH-LM test |
Bcoef_sh |
Coefficient matrix |
BQ_sh |
BQ function for class "varshrinkest" |
calcSSE_Acoef |
Sum of squared errors (SSE) between coefficients of two VARs |
causality_sh |
Causality Analysis for class "varshrinkest" |
convPsi2varresult |
Convert format for VAR coefficients from Psi to varresult |
createVARCoefs_ltriangular |
Create coefficients of a VAR model |
fevd.varshrinkest |
Forecast Error Variance Decomposition |
irf.varshrinkest |
Impulse response function |
lm_full_Bayes_SR |
Full Bayesian Shrinkage Estimation Method for Multivariate Regression |
lm_multiv_ridge |
Multivariate Ridge Regression |
lm_semi_Bayes_PCV |
Semiparametric Bayesian Shrinkage Estimation Method for Multivariate Regression |
lm_ShVAR_KCV |
K-fold Cross Validation for Selection of Shrinkage Parameters of Semiparametric Bayesian Shrinkage Estimator for Multivariate Regression |
logLik.varshrinkest |
Log-likelihood method for class "varshrinkest" |
normality.test_sh |
Normality, multivariate skewness and kurtosis test |
Phi.varshrinkest |
Coefficient matrices of the MA represention |
predict.varshrinkest |
Predict method for objects of class varshrinkest |
print.varshrinkest |
Print method for class "varshrinkest" |
print.varshsum |
Print method for class "varshsum" |
restrict_sh |
Restricted VAR |
roots_sh |
Eigenvalues of the companion coefficient matrix of a VAR(p)-process |
serial.test_sh |
Test for serially correlated errors for VAR shrinkage estimate |
shrinkVARcoef |
Semiparametric Bayesian Shrinkage Estimator for Multivariate Regression |
simVARmodel |
Generate multivariate time series data using the given VAR model |
stability_sh |
Stability function |
summary.shrinklm |
Summary method for class "shrinklm" |
summary.varshrinkest |
Summary method for an object of class 'varshrinkest', VAR parameters estimated by VARshrink() |
VARshrink |
Shrinkage estimation of VAR parameters |