Package: VAR.etp 1.1

VAR.etp: VAR Modelling: Estimation, Testing, and Prediction

A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.

Authors:Jae. H. Kim

VAR.etp_1.1.tar.gz
VAR.etp_1.1.zip(r-4.6)VAR.etp_1.1.zip(r-4.5)
VAR.etp_1.1.tgz(r-4.6-any)VAR.etp_1.1.tgz(r-4.5-any)
VAR.etp_1.1.tar.gz(r-4.6-any)VAR.etp_1.1.tar.gz(r-4.5-any)
VAR.etp_1.1.tgz(r-4.5-emscripten)
VAR.etp.pdf |VAR.etp.html✨
VAR.etp/json (API)

# Install 'VAR.etp' in R:
install.packages('VAR.etp', repos = c('https://jh8080.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • dat - German investment income consumption in log difference
  • data1 - Stock return data used in Kim

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.51 score 32 scripts 296 downloads 16 exports 0 dependencies

Last updated from:65d7b0fdcd. Checks:8 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK102
source / vignettesOK133
linux-release-x86_64OK108
macos-devel-arm64OK98
macos-release-arm64OK90
windows-develOK67
windows-releaseOK78
wasm-releaseOK82

Exports:PR.ForePR.IARMPR.orderRmatrixVAR.BaBPRVAR.BootVAR.BPRVAR.estVAR.FORVAR.ForeVAR.irfVAR.LRVAR.PopeVAR.RestVAR.selectVAR.Wald

Dependencies: