accuracy |
Accuracy metric |
bootstrappedVAR |
Bootstrap VAR |
checkImpulseZero |
Check Impulse Zero |
checkIsVar |
Check is var |
companionVAR |
Companion VAR |
computeForecasts |
Computes forecasts for VARs |
createSparseMatrix |
Create Sparse Matrix |
decomposePi |
Decompose Pi VECM matrix |
errorBandsIRF |
Error bands for IRF |
fitVAR |
Multivariate VAR estimation |
fitVARX |
Multivariate VARX estimation |
fitVECM |
Multivariate VECM estimation |
frobNorm |
Froebenius norm of a matrix |
impulseResponse |
Impulse Response Function |
informCrit |
Computes information criteria for VARs |
l1norm |
L1 matrix norm |
l2norm |
L2 matrix norm |
lInftyNorm |
L-infinity matrix norm |
maxNorm |
Max-norm of a matrix |
mcSimulations |
Monte Carlo simulations |
multiplot |
Multiplots with ggplot |
plotIRF |
IRF plot |
plotIRFGrid |
IRF grid plot |
plotMatrix |
Matrix plot |
plotVAR |
Plot VARs |
plotVECM |
Plot VECMs |
simulateVAR |
VAR simulation |
simulateVARX |
VARX simulation |
sparsevar |
sparsevar: A package to estimate multivariate time series models (such as VAR and VECM), under the sparsity hypothesis. |
spectralNorm |
Spectral norm |
spectralRadius |
Spectral radius |
testGranger |
Test for Ganger Causality |
transformData |
Transorm data |
varENET |
VAR ENET |
varMCP |
VAR MCP |
varSCAD |
VAR SCAD |