Package: GVARX 1.4

Ho Tsung-wu

GVARX: Perform Global Vector Autoregression Estimation and Inference

Light procedures for learning Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) <doi:10.1198/073500104000000019> and Dees, di Mauro, Pesaran and Smith (2007) <doi:10.1002/jae.932>.

Authors:Ho Tsung-wu

GVARX_1.4.tar.gz
GVARX_1.4.tar.gz(r-4.5-noble)GVARX_1.4.tar.gz(r-4.4-noble)
GVARX_1.4.tgz(r-4.4-emscripten)GVARX_1.4.tgz(r-4.3-emscripten)
GVARX.pdf |GVARX.html✨
GVARX/json (API)

# Install 'GVARX' in R:
install.packages('GVARX', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • PriceVol - Dataset price-volumn of 17 mareket indices
  • tradeweight1 - A single year cross-section bilateral trade weight matrix, 2014.
  • tradeweightx - A nine-year bilateral trade weight matrix, 2006-2014

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.81 score 4 stars 16 scripts 207 downloads 14 exports 58 dependencies

Last updated 2 years agofrom:654b622c95. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-linuxOKOct 25 2024

Exports:averageCORgvaraverageCORgvecmgetCOEFgetCOEFexogetNWCOEFgetNWCOEFexogetWhiteCOEFgetWhiteCOEFexoGVAR_FtGVAR_GFGVARestGVECM_GFGVECM.joGVECMest

Dependencies:clicodetoolscolorspacecpp11curldeSolvefansifarverforeachforecastfracdiffgenericsggplot2gluegtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrMASSMatrixmgcvmnormtmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangsandwichscalesstrucchangetibbletimechangetimeDatetsDyntseriestseriesChaosTTRurcautf8varsvctrsviridisLitewithrxtszoo