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.zip(r-4.7-any)GVARX_1.4.zip(r-4.6-any)
GVARX_1.4.tar.gz(r-4.7-any)GVARX_1.4.tar.gz(r-4.6-any)
GVARX_1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
GVARX/json (API)

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

On CRAN:

Conda:

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

1.98 score 6 stars 16 scripts 89 downloads 14 exports 53 dependencies

Last updated from:654b622c95. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK180
source / vignettesOK265
linux-releaseOK183
windows-develOK122
windows-releaseOK104
wasm-releaseOK105

Exports:averageCORgvaraverageCORgvecmgetCOEFgetCOEFexogetNWCOEFgetNWCOEFexogetWhiteCOEFgetWhiteCOEFexoGVAR_FtGVAR_GFGVARestGVECM_GFGVECM.joGVECMest

Dependencies:clicodetoolscolorspacecpp11curldeSolvefarverforeachforecastfracdiffgenericsggplot2gluegtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrMASSMatrixmgcvmnormtnlmennetquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangS7sandwichscalesstrucchangetimechangetimeDatetsDyntseriestseriesChaosTTRurcavarsvctrsviridisLitewithrxtszoo