A |
Deprecated Functions in package vars |
A-deprecated |
Coefficient matrices of the lagged endogenous variables |
Acoef |
Coefficient matrices of the lagged endogenous variables |
arch |
Deprecated Functions in package vars |
arch-deprecated |
ARCH-LM test |
arch.test |
ARCH-LM test |
B |
Deprecated Functions in package vars |
B-deprecated |
Coefficient matrix of an estimated VAR(p) |
Bcoef |
Coefficient matrix of an estimated VAR(p) |
BQ |
Estimates a Blanchard-Quah type SVAR |
Canada |
Canada: Macroeconomic time series |
causality |
Causality Analysis |
coef |
Coefficient method for objects of class varest |
coefficients |
Coefficient method for objects of class varest |
fanchart |
Fanchart plot for objects of class varprd |
fevd |
Forecast Error Variance Decomposition |
fitted |
Fit method for objects of class varest or vec2var |
irf |
Impulse response function |
logLik |
Log-Likelihood method |
normality |
Deprecated Functions in package vars |
normality-deprecated |
Normality, multivariate skewness and kurtosis test |
normality.test |
Normality, multivariate skewness and kurtosis test |
Phi |
Coefficient matrices of the MA represention |
plot.varcheck |
Plot methods for objects in vars |
plot.varest |
Plot methods for objects in vars |
plot.varfevd |
Plot methods for objects in vars |
plot.varirf |
Plot methods for objects in vars |
plot.varprd |
Plot methods for objects in vars |
plot.varstabil |
Plot methods for objects in vars |
plot.vec2var |
Plot methods for objects in vars |
predict |
Predict method for objects of class varest and vec2var |
print.svarest |
Estimation of a SVAR |
print.svarsum |
Summary method for objects of class varest, svarest and svecest |
print.svecest |
Estimation of a SVEC |
print.svecsum |
Summary method for objects of class varest, svarest and svecest |
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 and vec2var |
print.varstabil |
Structural stability of a VAR(p) |
print.varsum |
Summary method for objects of class varest, svarest and svecest |
print.vec2var |
Transform a VECM to VAR in levels |
Psi |
Coefficient matrices of the orthogonalised MA represention |
resid |
Residuals method for objects of class varest and vec2var |
residuals |
Residuals method for objects of class varest and vec2var |
restrict |
Restricted VAR |
roots |
Eigenvalues of the companion coefficient matrix of a VAR(p)-process |
serial |
Deprecated Functions in package vars |
serial-deprecated |
Test for serially correlated errors |
serial.test |
Test for serially correlated errors |
stability |
Structural stability of a VAR(p) |
summary |
Summary method for objects of class varest, svarest and svecest |
SVAR |
Estimation of a SVAR |
SVEC |
Estimation of a SVEC |
VAR |
Estimation of a VAR(p) |
vars-deprecated |
Deprecated Functions in package vars |
VARselect |
Information criteria and FPE for different VAR(p) |
vec2var |
Transform a VECM to VAR in levels |