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| BigVAR-package | Dimension Reduction Methods for Multivariate Time Series. |
| A | Generator for Simulated Multivariate Time Series |
| BigVAR | Dimension Reduction Methods for Multivariate Time Series. |
| BigVAR-class | BigVAR Object Class |
| BigVAR.est | BigVAR Estimation |
| BigVAR.est-method | BigVAR Estimation |
| BigVAR.results | BigVAR.results This class contains the results from cv.BigVAR. |
| BigVAR.results-class | BigVAR.results This class contains the results from cv.BigVAR. |
| constructModel | Construct an object of class BigVAR |
| cv.BigVAR | Cross Validation for BigVAR |
| cv.BigVAR-method | Cross Validation for BigVAR |
| MultVarSim | Simulate a VAR |
| plot | Plot an object of class BigVAR.results |
| plot-method | Plot an object of class BigVAR.results |
| plot-method | Plot a BigVAR object |
| plot.BigVAR | Plot a BigVAR object |
| predict | Forecast using a BigVAR.results object |
| predict-method | Forecast using a BigVAR.results object |
| PredictVARX | One-step ahead predictions for VARX models |
| show | Default show method for an object of class BigVAR.results |
| show-method | Default show method for an object of class BigVAR.results |
| show-method | Default show method for an object of class BigVAR |
| show.BigVAR | Default show method for an object of class BigVAR |
| SparsityPlot.BigVAR.results | Sparsity Plot of a BigVAR.results object |
| SparsityPlot.BigVAR.results-method | Sparsity Plot of a BigVAR.results object |
| VarptoVar1MC | Converts a VAR coefficient matrix of order p to multiple companion form |
| VARXFit | Fit a VAR or VARX model by least squares |
| VARXForecastEval | Evaluate forecasts from a VAR or VARX with lag orders selected by AIC/BIC |
| Y | Simulated Multivariate Time Series |