VAR.etp
From MaRDI portal
Software:104098
VAR Modelling: Estimation, Testing, and Prediction
Last update: 31 August 2023
Software version identifier: 1.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 1.1
Copyright license: GNU General Public License, version 2.0
A collection of the functions for estimation, hypothesis testing, prediction for stationary vector autoregressive models.
