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BigVAR
VARXForecastEval
VARXForecastEval function
Evaluate forecasts from a VAR or VARX with lag orders selected by AIC/BIC
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BigVAR package
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Maintainer: Will Nicholson
License: GPL (>= 2)
Last published: 2025-06-28
https://github.com/wbnicholson/BigVAR