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Function reference

Simulation Functions

SimAR()
Simulate Data from an Autoregressive Model with Constant Term
SimARCoef()
Simulate Random Autoregressive Coefficients for a Stationary AR(p) Model
SimMVN()
Simulate Multivariate Normal Random Numbers
SimPD()
Simulate Random Symmetric Positive Definite Matrix
SimVAR()
Simulate Data from a Vector Autoregressive (VAR) Model
SimVARCoef()
Simulate Random Vector Autoregressive Coefficients for a Stationary VAR(p) Model
SimVARExo()
Simulate Data from a Vector Autoregressive (VAR) Model with Exogenous Variables
SimVARZIP()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model
SimVARZIPExo()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model with Exogenous Variables
SimVariance()
Generate Random Data for the Variance Vector

Check Functions

CheckARCoef()
Check AR(p) Coefficients for Stationarity
CheckVARCoef()
Check VAR(p) Coefficients for Stationarity

Autoregression Functions

CheckARCoef()
Check AR(p) Coefficients for Stationarity
SimAR()
Simulate Data from an Autoregressive Model with Constant Term
SimARCoef()
Simulate Random Autoregressive Coefficients for a Stationary AR(p) Model

Vector Autoregression Functions

CheckVARCoef()
Check VAR(p) Coefficients for Stationarity
SimVAR()
Simulate Data from a Vector Autoregressive (VAR) Model
SimVARCoef()
Simulate Random Vector Autoregressive Coefficients for a Stationary VAR(p) Model
SimVARExo()
Simulate Data from a Vector Autoregressive (VAR) Model with Exogenous Variables
SimVARZIP()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model
SimVARZIPExo()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model with Exogenous Variables

Utility Functions

YX()
Create Y and X Matrices
YXExo()
Create Y and X Matrices with Exogenous Variables

All

CheckARCoef()
Check AR(p) Coefficients for Stationarity
CheckVARCoef()
Check VAR(p) Coefficients for Stationarity
SimAR()
Simulate Data from an Autoregressive Model with Constant Term
SimARCoef()
Simulate Random Autoregressive Coefficients for a Stationary AR(p) Model
SimMVN()
Simulate Multivariate Normal Random Numbers
SimPD()
Simulate Random Symmetric Positive Definite Matrix
SimVAR()
Simulate Data from a Vector Autoregressive (VAR) Model
SimVARCoef()
Simulate Random Vector Autoregressive Coefficients for a Stationary VAR(p) Model
SimVARExo()
Simulate Data from a Vector Autoregressive (VAR) Model with Exogenous Variables
SimVARZIP()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model
SimVARZIPExo()
Simulate Data from a Vector Autoregressive Zero-Inflated Poisson (VARZIP) Model with Exogenous Variables
SimVariance()
Generate Random Data for the Variance Vector
YX()
Create Y and X Matrices
YXExo()
Create Y and X Matrices with Exogenous Variables