tidyMacro: Fast Vector Autoregression Models via C++

Implements Vector Autoregression (VAR) models using fast and efficient C++ programs via Rcpp and RcppArmadillo. Provides tools for estimation, forecasting, and impulse response analysis.

See also

Useful links:

• https://github.com/muhsinciftci/tidyMacro

• Report bugs at https://github.com/muhsinciftci/tidyMacro/issues

Author

Maintainer: Muhsin Ciftci farmer.muhsin@gmail.com