GitHub - monyakenes/VAR-model-construction: This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

monyakenes / VAR-model-construction Public

Notifications You must be signed in to change notification settings
Fork 1
Star 0

This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

0 stars 1 fork Branches Tags Activity

Star

Notifications

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
VAR(9).R		VAR(9).R
sp500_data.xlsx		sp500_data.xlsx

About

This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

var granger-causality impulse-response-function

Activity

0 stars

1 watching

1 fork

Report repository