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

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

Documentation:

Reference manual: VAR.etp.pdf

Downloads:

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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