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.BPR                 Bootstrap Prediction Intervals for VAR(p) Model
VAR.BaBPR               Bootstrap-after-Bootstrap Prediction Intervals
                        for VAR(p) Model
VAR.Boot                Bootstrapping VAR(p) model: bias-correction
                        based on the bootstrap
VAR.FOR                 VAR Forecasting
VAR.Fore                VAR Forecasting
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.Wald                Wald test for parameter restrictions
VAR.est                 Estimation of unrestricted VAR(p) model
                        parameters
VAR.etp-package         VAR Modelling: Estimation, Testing, and
                        Prediction
VAR.irf                 Orthogonalized impluse response functions from
                        an estimated VAR(p) model
VAR.select              Order Selection for VAR models
dat                     German investment income consumption in log
                        difference
data1                   stock return data used in Kim (2014)
