Multi-Level Vector Autoregression

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Documentation for package ‘mlVAR’ version 0.1.0

Help Pages

fixedEffects Fixed and random effects
mlVAR Multilevel VAR Estimation for Multiple Time Series
plot.mlVAR Plot Method for mlVAR
print.mlVAR print and summary functions for mlVAR objects
randomEffects Fixed and random effects
simulateVAR Simulate data from VAR model
summary.mlVAR print and summary functions for mlVAR objects