A                       Generator for Simulated Multivariate Time
                        Series
BigVAR                  Dimension Reduction Methods for Multivariate
                        Time Series.
BigVAR-class            BigVAR Object Class
BigVAR.est              BigVAR Estimation
BigVAR.fit              Simple function to fit BigVAR model with fixed
                        penalty parameter
BigVAR.intermediate     BigVAR.intermediate This class contains the
                        in-sample results for cv.BigVAR
BigVAR.results          BigVAR.results This class contains the results
                        from cv.BigVAR.
CPI                     US Consumer Price Index
FFR                     US Federal Funds Rate
GDP                     US Gross Domestic Product
M1                      US M1
MultVarSim              Simulate a VAR
PredictVARX             One-step ahead predictions for VARX models
SparsityPlot.BigVAR.results
                        Sparsity Plot of a BigVAR.results object
VARXFit                 Fit a VAR or VARX model by least squares
VARXForecastEval        Evaluate forecasts from a VAR or VARX with lag
                        orders selected by AIC/BIC
VARXLagCons             Construct a VAR or VARX lag matrix
VarptoVar1MC            Converts a VAR coefficient matrix of order p to
                        multiple companion form
Y                       Simulated Multivariate Time Series
Y1                      Example US quarterly macroeconomic data
coef                    Default coef method BigVAR-results, returns the
                        last coefficient matrix from the evaluation
                        period
constructModel          Construct an object of class BigVAR
cv.BigVAR               Cross Validation for BigVAR
plot                    Plot an object of class BigVAR.results
plot.BigVAR             Plot a BigVAR object
predict                 Forecast using a BigVAR.results object
show                    Default show method for an object of class
                        BigVAR.results
show.BigVAR             Default show method for an object of class
                        BigVAR
