R: VAR Modelling: Estimation, Testing, and Prediction

# VAR Modelling: Estimation, Testing, and Prediction

## Documentation for package ‘VAR.etp’ version 1.1

- DESCRIPTION file

## Help Pages

VAR.etp-package | VAR Modelling: Estimation, Testing, and Prediction
dat | German investment income consumption in log difference
data1 | stock return data used in Kim (2014)
PR.Fore | Improved Augmented Regression Method for Predictive Regression
PR.IARM | Improved Augmented Regression Method (IARM) for Predictive Regression
PR.order | Improved Augmented Regression Method for Predictive Regression
Rmatrix | Improved Augmented Regression Method for Predictive Regression
VAR.BaBPR | Bootstrap-after-Bootstrap Prediction Intervals for VAR(p) Model
VAR.Boot | Bootstrapping VAR(p) model: bias-correction based on the bootstrap
VAR.BPR | Bootstrap Prediction Intervals for VAR(p) Model
VAR.est | Estimation of unrestricted VAR(p) model parameters
VAR.etp | VAR Modelling: Estimation, Testing, and Prediction
VAR.FOR | VAR Forecasting
VAR.Fore | VAR Forecasting
VAR.irf | Orthogonalized impluse response functions from an estimated VAR(p) model
VAR.LR | The Likelihood Ratio test for parameter restrictions
VAR.Pope | Bias-correction for VAR parameter estimators based on Pope's formula
VAR.Rest | VAR parameter estimation with parameter restrictions
VAR.select | Order Selection for VAR models
VAR.Wald | Wald test for parameter restrictions