A |
Deprecated Functions in package vars |
A-deprecated |
Coefficient matrices of the lagged endogenous variables |
Acoef |
Coefficient matrices of the lagged endogenous variables |
arch |
Deprecated Functions in package vars |
arch-deprecated |
ARCH-LM test |
arch.test |
ARCH-LM test |
B |
Deprecated Functions in package vars |
B-deprecated |
Coefficient matrix of an estimated VAR(p) |
Bcoef |
Coefficient matrix of an estimated VAR(p) |
BQ |
Estimates a Blanchard-Quah type SVAR |
Canada |
Canada: Macroeconomic time series |
causality |
Causality Analysis |
coef |
Coefficient method for objects of class varest |
coef.varest |
Coefficient method for objects of class varest |
coefficients |
Coefficient method for objects of class varest |
fanchart |
Fanchart plot for objects of class varprd |
fevd |
Forecast Error Variance Decomposition |
fevd.svarest |
Forecast Error Variance Decomposition |
fevd.svecest |
Forecast Error Variance Decomposition |
fevd.varest |
Forecast Error Variance Decomposition |
fevd.vec2var |
Forecast Error Variance Decomposition |
fitted |
Fit method for objects of class varest or vec2var |
fitted.values |
Fit method for objects of class varest or vec2var |
fitted.varest |
Fit method for objects of class varest or vec2var |
fitted.vec2var |
Fit method for objects of class varest or vec2var |
irf |
Impulse response function |
irf.svarest |
Impulse response function |
irf.svecest |
Impulse response function |
irf.varest |
Impulse response function |
irf.vec2var |
Impulse response function |
logLik |
Log-Likelihood method |
logLik.svarest |
Log-Likelihood method |
logLik.svecest |
Log-Likelihood method |
logLik.varest |
Log-Likelihood method |
logLik.vec2var |
Log-Likelihood method |
normality |
Deprecated Functions in package vars |
normality-deprecated |
Normality, multivariate skewness and kurtosis test |
normality.test |
Normality, multivariate skewness and kurtosis test |
Phi |
Coefficient matrices of the MA represention |
Phi.svarest |
Coefficient matrices of the MA represention |
Phi.svecest |
Coefficient matrices of the MA represention |
Phi.varest |
Coefficient matrices of the MA represention |
Phi.vec2var |
Coefficient matrices of the MA represention |
plot.varcheck |
Plot methods for objects in vars |
plot.varest |
Plot methods for objects in vars |
plot.varfevd |
Plot methods for objects in vars |
plot.varirf |
Plot methods for objects in vars |
plot.varprd |
Plot methods for objects in vars |
plot.varstabil |
Plot methods for objects in vars |
plot.vec2var |
Plot methods for objects in vars |
predict |
Predict method for objects of class varest and vec2var |
predict.varest |
Predict method for objects of class varest and vec2var |
predict.vec2var |
Predict method for objects of class varest and vec2var |
print.svarest |
Estimation of a SVAR |
print.svarsum |
Summary method for objects of class varest, svarest and svecest |
print.svecest |
Estimation of a SVEC |
print.svecsum |
Summary method for objects of class varest, svarest and svecest |
print.varcheck |
ARCH-LM test |
print.varest |
Estimation of a VAR(p) |
print.varfevd |
Forecast Error Variance Decomposition |
print.varirf |
Impulse response function |
print.varprd |
Predict method for objects of class varest and vec2var |
print.varstabil |
Structural stability of a VAR(p) |
print.varsum |
Summary method for objects of class varest, svarest and svecest |
print.vec2var |
Transform a VECM to VAR in levels |
Psi |
Coefficient matrices of the orthogonalised MA represention |
Psi.varest |
Coefficient matrices of the orthogonalised MA represention |
Psi.vec2var |
Coefficient matrices of the orthogonalised MA represention |
resid |
Residuals method for objects of class varest and vec2var |
residuals |
Residuals method for objects of class varest and vec2var |
residuals.varest |
Residuals method for objects of class varest and vec2var |
residuals.vec2var |
Residuals method for objects of class varest and vec2var |
restrict |
Restricted VAR |
roots |
Eigenvalues of the companion coefficient matrix of a VAR(p)-process |
serial |
Deprecated Functions in package vars |
serial-deprecated |
Test for serially correlated errors |
serial.test |
Test for serially correlated errors |
stability |
Structural stability of a VAR(p) |
stability.default |
Structural stability of a VAR(p) |
stability.varest |
Structural stability of a VAR(p) |
summary |
Summary method for objects of class varest, svarest and svecest |
summary.svarest |
Summary method for objects of class varest, svarest and svecest |
summary.svecest |
Summary method for objects of class varest, svarest and svecest |
summary.varest |
Summary method for objects of class varest, svarest and svecest |
SVAR |
Estimation of a SVAR |
SVEC |
Estimation of a SVEC |
VAR |
Estimation of a VAR(p) |
vars-deprecated |
Deprecated Functions in package vars |
VARselect |
Information criteria and FPE for different VAR(p) |
vec2var |
Transform a VECM to VAR in levels |