A02mcmc |
Converts A0 objects to coda MCMC objects |
BCFdata |
Subset of Data from Brandt, Colaresi, and Freeman (2007) |
cf.forecasts |
Compare VAR forecasts to each other or real data |
decay.spec |
Lag decay specification check |
dfev |
Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models |
forc.ecdf |
Empirical CDF computations for posterior forecast samples |
forecast |
Generate forecasts for fitted VAR objects |
gibbs.A0 |
Gibbs sampler for posterior of Bayesian structural vector autoregression models |
granger.test |
Bivariate Granger causality testing |
hc.forecast |
Forecast density estimation of hard condition forecasts for VAR models via MCMC |
irf |
Impulse Response Function (IRF) Computation for a VAR |
IsraelPalestineConflict |
Weekly Goldstein Scaled Israeli-Palestinian Conflict Data, 1979-2003 |
mae |
Mean absolute error of VAR forecasts |
mc.irf |
Monte Carlo Integration / Simulation of Impulse Response Functions |
mcmc.szbsvar |
Gibbs sampler for coefficients of a B-SVAR model |
mountains |
Mountain plots for summarizing forecast densities |
normalize.svar |
Likelihood normalization of SVAR models |
null.space |
Find the null space of a matrix |
plot.forc.ecdf |
Plots VAR forecasts and their empirical error bands |
plot.forecast |
Plots competing sets of VAR forecasts or a single set of VAR forecasts |
plot.gibbs.A0 |
Plot a parameter density summary for B-SVAR A(0) objects |
plot.irf |
Plots impulse responses |
plot.mc.irf |
Plotting posteriors of Monte Carlo simulated impulse responses |
posterior.fit |
Estimates the marginal likelihood and posterior probability for VAR, BVAR, and BSVAR models |
print.dfev |
Printing DFEV tables |
print.posterior.fit |
Print method for posterior fit measures |
reduced.form.var |
Estimation of a reduced form VAR model |
restmtx |
Utility function for generating the restriction matrix for hard condition forecasting |
rmse |
Root mean squared error of a Monte Carlo / MCMC sample of forecasts |
rmultnorm |
Multivariate Normal Random Number Generator |
rwishart |
Random deviates from a Wishart distribution |
summary |
Summary functions for VAR / BVAR / B-SVAR model objects |
summary.dfev |
Printing DFEV tables |
summary.VAR |
Summary functions for VAR / BVAR / B-SVAR model objects |
SZ.prior.evaluation |
Sims-Zha Bayesian VAR Prior Specification Search |
szbsvar |
Structural Sims-Zha Bayesian VAR model estimation |
szbvar |
Reduced form Sims-Zha Bayesian VAR model estimation |
uc.forecast |
Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR models via MCMC |
var.lag.specification |
Automated VAR lag specification testing |
Y |
Subset of Data from Brandt, Colaresi, and Freeman (2007) |
z2 |
Subset of Data from Brandt, Colaresi, and Freeman (2007) |