A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.
Version: | 1.1 |
Published: | 2023-08-31 |
DOI: | 10.32614/CRAN.package.VAR.etp |
Author: | Jae. H. Kim |
Maintainer: | Jae H. Kim <jaekim8080 at gmail.com> |
License: | GPL-2 |
NeedsCompilation: | no |
In views: | TimeSeries |
CRAN checks: | VAR.etp results |
Reference manual: | VAR.etp.pdf |
Package source: | VAR.etp_1.1.tar.gz |
Windows binaries: | r-devel: VAR.etp_1.1.zip, r-release: VAR.etp_1.1.zip, r-oldrel: VAR.etp_1.1.zip |
macOS binaries: | r-release (arm64): VAR.etp_1.1.tgz, r-oldrel (arm64): VAR.etp_1.1.tgz, r-release (x86_64): VAR.etp_1.1.tgz, r-oldrel (x86_64): VAR.etp_1.1.tgz |
Old sources: | VAR.etp archive |
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