Package index • tidyMacro

Functions

fAICBIC(): Determine Optimal Lag Order for VAR Model Using Information Criteria

fOLS(): Ordinary Least Squares Regression

fSVAR_steps(): Print SVAR Identification Steps

fVAR(): Vector Autoregression (VAR) Model Estimation

fVARX(): Vector Autoregression with Exogenous Variables (VARX) Model Estimation

fbootstrapChol(): Bootstrap Cholesky Impulse Response Functions

fbootstrapCholCorrected(): Bias-Corrected Bootstrap Cholesky IRF Confidence Bands (Kilian 1998)

fbootstrapVAR(): Bootstrap VAR Model

fcholeskyIRF(): Compute Cholesky Impulse Response Functions

fcompanionMatrix(): Compute VAR Companion Matrix

fevd_chol(): Forecast Error Variance Decomposition for Cholesky-Identified VARs

fevd_iv(): Forecast Error Variance Decomposition for IV-Identified Shocks

fgenerateVARdata(): Generate VAR Data

fhistdec(): Historical Decomposition of a VAR Variable

flagmakerMatrix(): Create Lagged Matrix

fmbb_var(): Moving Block Bootstrap for VAR Residuals and Instruments

fplot_histdec(): Plot Historical Decomposition

fplot_vardec(): Plot Forecast Error Variance Decomposition

fplotirf_chol(): Plot Cholesky Impulse Response Functions with Confidence Bands

fplotirf_iv(): Plot Impulse Response Functions with Confidence Bands

fremove_bias(): Remove Small-Sample Bias from VAR Coefficient Estimates

ftheme_tidyMacro(): Custom ggplot2 Theme for tidyMacro Package

fwoldIRF(): Compute Wold Impulse Response Functions for VAR Model

kaenzig_data: Oil Market and Macroeconomic Data

scale_color_tidyMacro() scale_colour_tidyMacro(): tidyMacro Color Scale for ggplot2

scale_fill_tidyMacro(): tidyMacro Fill Scale for ggplot2

set_tidyMacro_theme(): Update ggplot2 Theme Defaults to tidyMacro Style

tidyMacro tidyMacro-package: tidyMacro: Fast Vector Autoregression Models via C++

tidyMacro_colors: fastVARs Color Palette