FCVAR                   A package for estimating the Fractionally
                        Cointegrated VAR model.
FCVARboot               Bootstrap Likelihood Ratio Test
FCVARbootRank           Distribution of LR Test Statistic for the Rank
                        Test
FCVARestn               Estimate FCVAR model
FCVARforecast           Forecasts with the FCVAR Model
FCVARhypoTest           Test of Restrictions on FCVAR Model
FCVARlagSelect          Select Lag Order
FCVARlikeGrid           Grid Search to Maximize Likelihood Function
FCVARoptions            Set Estimation Options
FCVARrankTests          Test for Cointegrating Rank
FCVARsim                Draw Samples from the FCVAR Model
FCVARsimBS              Draw Bootstrap Samples from the FCVAR Model
FracDiff                Fast Fractional Differencing
GetCharPolyRoots        Roots of the Characteristic Polynomial
MVWNtest                Multivariate White Noise Tests
plot.FCVAR_grid         Plot the Likelihood Function for the FCVAR
                        Model
plot.FCVAR_roots        Plot Roots of the Characteristic Polynomial
summary.FCVAR_lags      Summarize Statistics from Lag Order Selection
summary.FCVAR_model     Summarize Estimation Results from the FCVAR
                        model
summary.FCVAR_ranks     Summarize Results of Tests for Cointegrating
                        Rank
summary.FCVAR_roots     Print Summary of Roots of the Characteristic
                        Polynomial
summary.MVWN_stats      Summarize Statistics for Multivariate White
                        Noise Tests
votingJNP2014           Aggregate support for Canadian political
                        parties.
