Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
sparsevar
bootstrappedVAR
bootstrappedVAR function
Bootstrap VAR
Copy
Bootstrap VAR
Build the bootstrapped series from the original var
bootstrappedVAR
(
v
)
Arguments
v
: the VAR object as from fitVAR or simulateVAR
sparsevar package
Read PDF manual
Maintainer: Simone Vazzoler
License: GPL-2
Last published: 2021-04-18
Useful links
https://github.com/svazzole/sparsevar
https://github.com/svazzole/sparsevar