| Name : R-FCVAR
| |
| Version : 0.1.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.9
| Date : 2024-06-14 11:24:23
|
| Group : Development/Libraries/Other
| Source RPM : R-FCVAR-0.1.4-lp153.1.9.src.rpm
|
| Size : 0.24 MB
| |
| Packager : (none)
| |
| Summary : Estimation and Inference for the Fractionally Cointegrated VAR
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
