| crossing |
computes at which observation a vector y crosses ref for the first time |
| diffe |
appends NA at beginning of diff(y) |
| ec.companion |
computes companion matrix of the VAR |
| ec.datadet1 |
prepares deterministics D^(1) |
| ec.datadet2 |
prepares deterministics D^(2) |
| ec.datalag |
prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation |
| ec.EG1 |
estimates the VECM with the 2-stage procedure of Engle & Granger |
| ec.gfd |
plots forecasts of difference with confidence bars |
| ec.gfl |
plots level forecasts with confidence bars |
| ec.gfld |
ec.gfld plots forecasts of levels and difference with confidence bars |
| ec.ifp |
Computes Indices of Forecast Performance |
| ec.main |
Forecast with Vector Error Correction Model |
| ec.plotfor |
plots forecasts |
| ec.plotroots |
Companion matrix of the VAR |
| ec.predict |
produces predictions for the VECM via its VAR companion form |
| ec.searchbreaks |
search for breaks dates for given q (=1,2,3,4) |
| iculomb |
Data from Italian Civil Protection |
| lagn |
lag j of matrix or vector y |
| listsize |
listsize number of terms in the search for 1,2,3,4 number of breaks |
| mls |
Multivariate Least-Squares regression |
| summary.cif |
summary function for cif |
| Wald.mls |
Wald test for Multivariate Least-Squares regression |
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