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 |