fitAutoReg 0.0.0.9000 (development version)
- Fitting function
- VAR(p) OLS for constant vector, auto and cross regression coefficients
- VAR(p) Lasso for auto and cross regression coefficients
- VAR(p = 1) and VAR(p = 2) dynr
- Single VAR on the entire data set wih multiple individuals
- Separate VAR on each of the individuals
- Bootstrap functions (OLS and Lasso)
- Residual bootstrap
- Parametric bootstrap