R: Bayesian Analysis of a FAVAR Model

# Bayesian Analysis of a FAVAR Model

## Documentation for package ‘FAVAR’ version 0.1.3

- DESCRIPTION file
- Package NEWS

## Help Pages

ar2ma | ar2ma
BGM | Separate R From X
BVAR | Bayesian Estimation of VAR
coef.favar | Extract Coefficients of a FAVAR Model
FAVAR | FAVAR
GI | Generalized Impulse Response Function (GIRF)
irf | Impulse Response Function for FAVAR
irf_single | Compute Impulse Response for Every Sample of MCMC
regdata | Sample Data
slowcode | Slow-moving or Not
summary.favar | Print Results of FAVAR
tcode | Transformation Form for X