swMATH4507CRANvarsMaRDI QIDQ16680FDOQ16680
VAR Modelling
Last update: 2 December 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.5-9, 0.1.0, 0.1.1, 0.1.3, 0.1.5, 0.1.7, 0.1.9, 0.2.1, 0.2.6, 0.2.7, 0.2.9, 0.5-7, 0.5-8, 0.5.3, 0.6-5, 0.7-5, 0.7-6, 0.7-7, 0.8-5, 1.1-5, 1.1-9, 1.3-1, 1.3-3, 1.3-4, 1.3-5, 1.3-6, 1.3-7, 1.3-8, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.4-4, 1.4-5, 1.4-6, 1.4-7, 1.4-8, 1.4-9, 1.5-0, 1.5-1, 1.5-2, 1.5-3, 1.5-6, 1.6-0
Official website: http://cran.r-project.org/web/packages/vars/
Source code repository: https://github.com/cran/vars
Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
Cited In (only showing first 100 items - show all)
- A Hilbert-Huang transform approach for predicting cyber-attacks
- Modern psychometrics with R
- GVAR
- ECTSVR
- LTAR
- bvartools
- multivar
- iMoMo
- Financial risk modelling and portfolio optimization with R
- Bayesian networks in R. With applications in systems biology
- Valuation and pricing of electricity delivery contracts: the producer's view
- Models for Dependent Time Series, by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978‐1‐58488‐650‐1
- Boosting techniques for nonlinear time series models
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city
- Forecasting compositional risk allocations
- Data-driven portfolio management with quantile constraints
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
- Linking Tukey's legacy to financial risk measurement
- An age-at-death distribution approach to forecast cohort mortality
- A power comparison between autocorrelation based tests
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
- The elements of financial econometrics
- Comparative ARIMA models for age-specific fertility rates
- Introductory Time Series with R
- weakARMA
- starvars
- tsapp
- One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- OOS
- ECTTDNN
- fdaACF
- VARshrink
- grangers
- Financial risk modelling and portfolio optimization with R
- portes
- NlinTS
- Analysis of integrated and co-integrated time series with R
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling
- fBasics
- forecast
- MSBVAR
- tseries
- strucchange
- fracdiff
- zoo
- urca
- timeSeries
- viridis
- Dynamic Linear Models with R
- Forecast
- plm
- FitAR
- G1DBN
- rsprng
- Systemfit
- fArma
- MortalitySmooth
- latentnet
- bvarsv
- TSA
- tsDyn
- cts
- Rugarch
- AS 311
- AS 181
- qgraph
- ftsa
- CARBayesST
- MTS
- NetOrigin
- tempdisagg
- StableEstim
- ctv
- FRAPO
- Applied Econometrics with R
- chron
- dynlm
- micEcon
- R2HTML
- tseriesChaos
- dynsbm
- cccp
- gogarch
- rneos
- MuTE
- funtimes
- TRENTOOL
- POET
- gergm
- StMoMo
- JIDT
- DemProj
- mAr
- GTK+
- JDemetra+
- FIAR
- its
- fanplot
This page was built for software: vars
