Package: FCVAR 0.1.4
FCVAR: Estimation and Inference for the Fractionally Cointegrated VAR
Estimation and inference using the Fractionally Cointegrated Vector Autoregressive (VAR) model. It includes functions for model specification, including lag selection and cointegration rank selection, as well as a comprehensive set of options for hypothesis testing, including tests of hypotheses on the cointegrating relations, the adjustment coefficients and the fractional differencing parameters. An article describing the FCVAR model with examples is available on the Webpage <https://sites.google.com/view/mortennielsen/software>.
Authors:
FCVAR_0.1.4.tar.gz
FCVAR_0.1.4.zip(r-4.5)FCVAR_0.1.4.zip(r-4.4)FCVAR_0.1.4.zip(r-4.3)
FCVAR_0.1.4.tgz(r-4.5-any)FCVAR_0.1.4.tgz(r-4.4-any)FCVAR_0.1.4.tgz(r-4.3-any)
FCVAR_0.1.4.tar.gz(r-4.5-noble)FCVAR_0.1.4.tar.gz(r-4.4-noble)
FCVAR_0.1.4.tgz(r-4.4-emscripten)FCVAR_0.1.4.tgz(r-4.3-emscripten)
FCVAR.pdf |FCVAR.html✨
FCVAR/json (API)
NEWS
| # Install 'FCVAR' in R: |
| install.packages('FCVAR', repos = c('https://leemorinucf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/leemorinucf/fcvar/issues
- votingJNP2014 - Aggregate support for Canadian political parties.
Last updated 3 years agofrom:3a7684ade7. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 16 2025 |
| R-4.5-win | OK | Mar 16 2025 |
| R-4.5-mac | OK | Mar 16 2025 |
| R-4.5-linux | OK | Mar 16 2025 |
| R-4.4-win | OK | Mar 16 2025 |
| R-4.4-mac | OK | Mar 16 2025 |
| R-4.4-linux | OK | Mar 16 2025 |
| R-4.3-win | OK | Mar 16 2025 |
| R-4.3-mac | OK | Mar 16 2025 |
Exports:FCVARbootFCVARbootRankFCVARestnFCVARforecastFCVARhypoTestFCVARlagSelectFCVARlikeGridFCVARoptionsFCVARrankTestsFCVARsimFCVARsimBSFracDiffGetCharPolyRootsMVWNtest
