<< Multivariate regressions
Grocer
ARMA and VARMA tools >>
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>> VAR estimations
VAR estimations
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
<< Multivariate regressions
Grocer
ARMA and VARMA tools >>