Bayesian Inference of Vector Autoregressive Models

Documentation for package ‘bvartools’ version 0.0.2

bvartools-package	bvartools: Bayesian Inference of Vector Autoregressive Models
bvar	Bayesian Vector Autoregression Objects
bvartools	bvartools: Bayesian Inference of Vector Autoregressive Models
bvec	Bayesian Vector Error Correction Objects
bvec_to_bvar	Transform a VECM to VAR in levels
bvs	Bayesian Variable Selection
e1	West German economic time series data
e6	German interest and inflation rate data
fevd	Forecast Error Variance Decomposition
gen_var	Vector Autoregressive Model Input
gen_vec	Vector Error Correction Model Input
irf	Impulse Response Function
kalman_dk	Durbin and Koopman Simulation Smoother
minnesota_prior	Minnesota Prior
plot.bvarfevd	Forecast Error Variance Decomposition
plot.bvarirf	Impulse Response Function
plot.bvarprd	Plotting Forecasts of BVAR Models
post_coint_kls	Posterior Draw for Cointegration Models
post_coint_kls_sur	Posterior Draw for Cointegration Models
post_normal	Posterior Draw from a Normal Distribution
post_normal_sur	Posterior Draw from a Normal Distribution
predict.bvar	Bayesian Vector Autoregression Objects
ssvs	Stochastic Search Variable Selection
ssvs_prior	Stochastic Search Variable Selection Prior
thin	Thinning Posterior Draws