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GVARX
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]
[Scholar Profile | Author Map]
All associated links for this package
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 27 Oct. 2026.
Previous versions and publish date:
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Other R packages that GVARX depends,
imports, suggests or enhances
Complete documentation for GVARX
Functions, R codes and Examples using
the GVARX R package
Some associated functions: GVAR_Ft . GVAR_GF . GVARest . GVECM.jo . GVECM_GF . GVECMest . PriceVol . averageCORgvar . averageCORgvecm . getCOEF . getCOEFexo . getNWCOEF . getNWCOEFexo . getWhiteCOEF . getWhiteCOEFexo . tradeweight1 . tradeweightx .
Some associated R codes: 01DATA.R . 02GVAR_GF.R . 03GVARest.R . 04GVARtests.R . 05GVAR_utilities.R . 06GVAR_GC.R . 07GVECMest.R . 08GVECM_GC.R . 09GVECM.jo.R . 09GVECM_GF.R . Full GVARX package functions and examples
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