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r-VIRF

Description

Computation of Volatility Impulse Response Function of Multivariate Time Series.

Description
cran.r-project.org
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi.org/10.1016/j.eneco.2012.03.003>.
Metadata

Version

0.1.0

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:53

Homepage

https://cran.r-project.org/web/packages/VIRF/

Platforms (75)

    Darwin
    FreeBSD 13
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
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    Windows
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