VAR.etp: VAR Modelling: Estimation, Testing, and Prediction
A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.
Version: |
1.0 |
Published: |
2022-07-01 |
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:
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