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GVARX  

Perform Global Vector Autoregression Estimation and Inference
View on CRAN: Click here


Download and install GVARX package within the R console
Install from CRAN:
install.packages("GVARX")

Install from Github:
library("remotes")
install_github("cran/GVARX")

Install by package version:
library("remotes")
install_version("GVARX", "1.4")



Attach the package and use:
library("GVARX")
Maintained by
Ho Tsung-wu
[Scholar Profile | Author Map]
First Published: 2019-02-08
Latest Update: 2023-01-30
Description:
Light procedures for learning Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) and Dees, di Mauro, Pesaran and Smith (2007) .
How to cite:
Ho Tsung-wu (2019). GVARX: Perform Global Vector Autoregression Estimation and Inference. R package version 1.4, https://cran.r-project.org/web/packages/GVARX. Accessed 09 May. 2025.
Previous versions and publish date:
1.1 (2019-02-08 16:53), 1.2 (2019-12-20 06:20), 1.3 (2020-02-17 06:30)
Other packages that cited GVARX R package
View GVARX citation profile
Other R packages that GVARX depends, imports, suggests or enhances
Complete documentation for GVARX
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