VAR modelling: estimation, testing, and prediction

Documentation for package ‘VAR.etp’ version 0.7

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