Part XII. ARMA and VARMA tools
Table of Contents
- VAR — estimates a VAR model
- becm — performs bayesian error correction model estimation
- bvar — performs bayesian VAR estimation
- bvar1 — low level estimation of a bayesian VAR model
- ecm — performs error correction model estimation
- irf — Calculates Impulse Response Function for VAR
- irf0 — Low-level Impulse Response function
- irf_asy — asymptotic Impulse Response function for VAR
- irf_mc1 — Monte-Carlo Impulse Response function for VAR
- scstd — determines bvar function scaling factor
- theilbv — Performs Theil-Goldberger for theilbv model
- var1 — estimates a VAR model (low level)
- vare — residuals from a VAR estimation
- varf — VAR forecasting