Bayesian Inference of Vector Autoregressive Models


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Documentation for package ‘bvartools’ version 0.0.2

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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