R: Order Selection in Vector Autoregression by Mean Square Information Criteria

# Order Selection in Vector Autoregression by Mean Square Information Criteria

## Documentation for package ‘micvar’ version 0.1.0

- DESCRIPTION file

## Help Pages

gen_coef_mat | Simulate coefficient matrices with specified density
micvar | Estimate order by mean square information criteria (MIC)
sim_var | Simulate data from a vector autoregressive model with specified coefficient matrices
verify_stability | Verify stability of a vector autoregressive model