VAR modelling: estimation, testing, and prediction

Estimation, Hypothesis Testing, Prediction for Stationary Vector Autoregressive Models


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Reference manual

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install.packages("VAR.etp")

0.7 by Jae H. Kim, 6 years ago


Browse source code at https://github.com/cran/VAR.etp


Authors: Jae. H. Kim


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license



See at CRAN