A |
Coefficient matrices of the lagged endogenous variables |
arch |
ARCH-LM test |
B |
Coefficient matrix of an estimated VAR(p) |
Canada |
Canada: Macroeconomic time series |
causality |
Causality Analysis |
fanchart |
Fanchart plot for objects of class varprd |
fevd |
Forecast Error Variance Decomposition |
irf |
Impulse response function |
normality |
Normality, multivariate skewness and kurtosis test |
Phi |
Coefficient matrices of the MA represention |
plot.varcheck |
Plot method for objects of class varcheck |
plot.varest |
Plot method for objects of class varest |
plot.varfevd |
Plot method for objects of class varfevd |
plot.varirf |
Plot method for objects of class varirf |
plot.varprd |
Plot method for objects of class varprd |
plot.varstabil |
Plot method for objects of class varstabil |
predict.varest |
Predict method for objects of class varest |
print.svarest |
Estimation of a SVAR |
print.varcheck |
ARCH-LM test |
print.varest |
Estimation of a VAR(p) |
print.varfevd |
Forecast Error Variance Decomposition |
print.varirf |
Impulse response function |
print.varprd |
Predict method for objects of class varest |
print.varstabil |
Structural stability of a VAR(p) |
print.varsum |
Summary method for objects of class varest |
Psi |
Coefficient matrices of the orthogonalised MA represention |
restrict |
Restricted VAR |
roots |
Eigenvalues of the companion coefficient matrix of a VAR(p)-process |
serial |
Test for serially correlated errors |
stability |
Structural stability of a VAR(p) |
summary.varest |
Summary method for objects of class varest |
SVAR |
Estimation of a SVAR |
VAR |
Estimation of a VAR(p) |
VARselect |
Information criteria and FPE for different VAR(p) |