R: Estimation and Inference for the Fractionally Cointegrated VAR

# Estimation and Inference for the Fractionally Cointegrated VAR

## Documentation for package ‘FCVAR’ version 0.1.4

- DESCRIPTION file
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

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.