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uselectricity

Forecast the US demand for electricity

var-fevar

Estimation and analysis of fixed effects vector autoregressive models

var_bmf

Bayesian mixed-frequency VAR

var_epu_emerging

R codes and input files of Master in Economics Thesis.

var_hierarchical-mfvar

Sparse regression of mixed-frequency VectorAutoregressions

var_historic_var_model

Calculate historic VaR, 5 year window, of 3 stocks (2 banks 1 tech company)

var_large-tvp-var

Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.

var_sovereign

State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.

var_state_space_models

var_t-var

Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegressive Approach", Energy Economics.

var_tvp-gvar-fsvm

TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"

varlasso

Repo for fitting Bayesian VAR models with shrinkage on coefficient estimates

vectorwavelet

Vector wavelet coherence for multiple time series

villager

villager is an extensible agent based modeling (ABM) framework for the R language. It supports agents, agent aggregations and their associated resources, as well as flexible data management.

waveletsvr

:exclamation: This is a read-only mirror of the CRAN R package repository. WaveletSVR — Wavelet-SVR Hybrid Model for Time Series Forecasting

wqradmm

R package for longitudinal quantile regression in distributed big data based on multi-block ADMM

wv

:alarm_clock: This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among others, aside from computing the wavelet variance and cross-covariance (classic and robust), the package provides inference tools (e.g. confidence intervals) and plotting tools allowing to perform some