fastVAR

Documentation for package ‘fastVAR’ version 1.2

fastVAR-package	Compute large VAR and VARX models
Canada	Canada: Macroeconomic time series
fastVAR	Vector Autoregressive Model
fastVARX	Vector Autoregressive Model with Exogenous Inputs
gather.VARXlasso	Gather step for Map-Reduce
map.VARXlasso	Map step for Map-Reduce
reduce.VARXlasso	Reduce step for Map-Reduce
VARdiag	VAR and VARX Diagnostics
VARlasso	Vector Autoregressive Model with Lasso Penalty
VARpredict	Prediction with VAR model
VARstep	Model Selection for VAR(p)
VARXlasso	Vector Autoregressive Model with Exogenous Inputs and Lasso Penalty
VARXpredict	Prediction with VARX model
VARXZ	Design Matrix for VARX model
VARZ	Design Matrix for VAR model