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<TITLE> Vector autoregressive function library </TITLE>
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<pre>
-------- Vector autoregressive functions --------
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<pre>
<A HREF = "ar.m ">ar </A>: autoregressive model estimation
<A HREF = "arf.m ">arf </A>: autoregressive model forecasts
<A HREF = "arf_d.m ">arf_d </A>: demo of autoregressive model forecasts
<A HREF = "becm.m ">becm </A>: performs Bayesian error correction model estimation
<A HREF = "becm_d.m ">becm_d </A>: demonstrate the use of becm
<A HREF = "becm_g.m ">becm_g </A>: Gibbs sampling estimates for Bayesian error correction
<A HREF = "becm_gd.m ">becm_gd </A>: An example of using becm_g(),
<A HREF = "becmf.m ">becmf </A>: estimates a Bayesian error correction model of order n
<A HREF = "becmf_d.m ">becmf_d </A>: demonstrate the use of becmf
<A HREF = "becmf_g.m ">becmf_g </A>: Gibbs sampling forecasts for Bayesian error
<A HREF = "becmf_gd.m ">becmf_gd </A>: An example of using becmf_g(),
<A HREF = "bvar.m ">bvar </A>: Performs a Bayesian vector autoregression of order n
<A HREF = "bvar_d.m ">bvar_d </A>: An example of using bvar(),
<A HREF = "bvar_g.m ">bvar_g </A>: Gibbs sampling estimates for Bayesian vector
<A HREF = "bvar_gd.m ">bvar_gd </A>: An example of using bvar_g(),
<A HREF = "bvarf.m ">bvarf </A>: Estimates a Bayesian vector autoregression of order n
<A HREF = "bvarf_d.m ">bvarf_d </A>: An example of using bvarf(),
<A HREF = "bvarf_g.m ">bvarf_g </A>: Gibbs sampling forecasts for Bayesian vector
<A HREF = "bvarf_gd.m ">bvarf_gd </A>: An example of using bvarf_g(),
<A HREF = "ecm.m ">ecm </A>: performs error correction model estimation
<A HREF = "ecm_d.m ">ecm_d </A>: demonstrate the use of ecm()
<A HREF = "ecmf.m ">ecmf </A>: estimates an error correction model of order n
<A HREF = "ecmf_d.m ">ecmf_d </A>: demonstrate the use of ecmf
<A HREF = "irf.m ">irf </A>: Calculates Impulse Response Function for VAR
<A HREF = "irf_d.m ">irf_d </A>: An example of using irf
<A HREF = "irf_d2.m ">irf_d2 </A>: An example of using irf
<A HREF = "lrratio.m ">lrratio </A>: performs likelihood ratio test for var model
<A HREF = "lrratio_d.m">lrratio_d </A>: demonstrate the use of lrratio()
<A HREF = "pftest.m ">pftest </A>: prints VAR model ftests
<A HREF = "pftest_d.m ">pftest_d </A>: An example of using pftest
<A HREF = "pgranger.m ">pgranger </A>: prints VAR model Granger-causality results
<A HREF = "plt_var.m ">plt_var </A>: plots VAR model actual vs predicted and residuals
<A HREF = "plt_varg.m ">plt_varg </A>: Plots Gibbs sampled VAR model results
<A HREF = "prt_var.m ">prt_var </A>: Prints vector autoregressive models output
<A HREF = "prt_varg.m ">prt_varg </A>: Prints vector autoregression output
<A HREF = "recm.m ">recm </A>: performs Bayesian error correction model estimation
<A HREF = "recm_d.m ">recm_d </A>: demonstrate the use of recm
<A HREF = "recm_g.m ">recm_g </A>: Gibbs sampling estimates for Bayesian error correction
<A HREF = "recm_gd.m ">recm_gd </A>: An example of using recm_g function
<A HREF = "recmf.m ">recmf </A>: Estimates a Bayesian error correction model of order n
<A HREF = "recmf_d.m ">recmf_d </A>: An example of using recmf(),
<A HREF = "recmf_g.m ">recmf_g </A>: Gibbs sampling forecasts for Bayesian error correction
<A HREF = "recmf_gd.m ">recmf_gd </A>: An example of using recmf_g function
<A HREF = "rvar.m ">rvar </A>: Estimates a Bayesian vector autoregressive model
<A HREF = "rvar_d.m ">rvar_d </A>: An example of using rvar() function
<A HREF = "rvar_g.m ">rvar_g </A>: Gibbs estimates for a Bayesian vector autoregressive
<A HREF = "rvar_gd.m ">rvar_gd </A>: An example of using rvar_g function
<A HREF = "rvarb.m ">rvarb </A>: Estimates a Bayesian vector autoregressive model
<A HREF = "rvarf.m ">rvarf </A>: Estimates a Bayesian autoregressive model of order n
<A HREF = "rvarf_d.m ">rvarf_d </A>: An example of using rvarf(),
<A HREF = "rvarf_g.m ">rvarf_g </A>: Gibbs forecasts for a Bayesian vector autoregressive
<A HREF = "rvarf_gd.m ">rvarf_gd </A>: An example of using rvarf_g(),
<A HREF = "svar.m ">svar </A>: svar verifies the identification conditions for a given structural form
<A HREF = "svar_d.m ">svar_d </A>: An example of using svar
<A HREF = "vare.m ">vare </A>: performs vector autogressive estimation
<A HREF = "var_d.m ">var_d </A>: An example of using var, pgranger, prt_var,plt_var
<A HREF = "varf.m ">varf </A>: estimates a vector autoregression of order n
<A HREF = "varf_d.m ">varf_d </A>: An example of using varf(),
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