Residual-Based Fully Modified Vector Autoregression


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Documentation for package ‘rbfmvar’ version 2.0.2

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rbfmvar-package rbfmvar: Residual-Based Fully Modified Vector Autoregression
coef.rbfmvar Extract Coefficients from rbfmvar Object
fevd Forecast Error Variance Decomposition
fitted.rbfmvar Extract Fitted Values from rbfmvar Object
forecast Out-of-Sample Forecasting
forecast.rbfmvar Out-of-Sample Forecasting for RBFM-VAR
granger_matrix Granger Causality Matrix
granger_test Granger Non-Causality Test
ic_table Get Information Criteria Table
irf Impulse Response Functions
plot.rbfmvar_forecast Plot Method for rbfmvar_forecast Objects
print.rbfmvar Print Method for rbfmvar Objects
print.rbfmvar_forecast Print Method for rbfmvar_forecast Objects
print.summary.rbfmvar Print Method for summary.rbfmvar Objects
rbfmvar Residual-Based Fully Modified VAR Estimation
residuals.rbfmvar Extract Residuals from rbfmvar Object
summary.rbfmvar Summary Method for rbfmvar Objects
vcov.rbfmvar Extract Variance-Covariance Matrix from rbfmvar Object