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VAR.etp  

VAR Modelling: Estimation, Testing, and Prediction
View on CRAN: Click here


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

Install from Github:
library("remotes")
install_github("cran/VAR.etp")

Install by package version:
library("remotes")
install_version("VAR.etp", "1.1")



Attach the package and use:
library("VAR.etp")
Maintained by
Jae H. Kim
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-04-15
Latest Update: 2023-08-31
Description:
A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.
How to cite:
Jae H. Kim (2014). VAR.etp: VAR Modelling: Estimation, Testing, and Prediction. R package version 1.1, https://cran.r-project.org/web/packages/VAR.etp
Previous versions and publish date:
0.1 (2014-04-15 00:32), 0.2 (2014-04-16 23:58), 0.3 (2014-05-23 18:31), 0.4 (2014-06-07 13:09), 0.5 (2014-10-11 22:07), 0.6 (2014-11-10 00:52), 0.7 (2014-12-02 07:45), 1.0 (2022-07-01 23:50)
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