VAR Modelling
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Documentation for package ‘vars’ version 1.6-1
Help Pages
| 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 |