Estimation of multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.
| Version: | 1.1 |
| Imports: | ADGofTest, numDeriv, MCMCpack, matlab |
| Published: | 2017-02-11 |
| Author: | Niraj Poudyal |
| Maintainer: | Niraj Poudyal <nirajp6 at vt.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | StVAR results |
| Reference manual: | StVAR.pdf |
| Package source: | StVAR_1.1.tar.gz |
| Windows binaries: | r-devel: StVAR_1.1.zip, r-release: StVAR_1.1.zip, r-oldrel: StVAR_1.1.zip |
| macOS binaries: | r-release: StVAR_1.1.tgz, r-oldrel: StVAR_1.1.tgz |
| Old sources: | StVAR archive |
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