MatthieuStigler tsDyn issues

MatthieuStigler / tsDyn

tsDyn

tsdyn.googlecode.com

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issues

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GIRF and IRF plots for VAR model

#56 taranpreetk closed 2 months ago
7
selectLSTAR question.

#55 AlexGron opened 4 months ago
8
Two-regime Bounce-Back Function augmented Self-Exciting Threshold AutoRegression (SETAR) model

#54 p-wegmueller opened 6 months ago
0
Incorrect Wild bootstrap overall

#53 FinYang opened 7 months ago
1
tidy for irf

#52 MatthieuStigler opened 9 months ago
0
TVAR.LRtest function is only working for "1vs" but not for "2vs3"

#51 yasmine131119 opened 1 year ago
1
rdocumentation inconstistency for VECM

#50 Nesta-gitU closed 9 months ago
1
VECM including exogenous variables restricted to the cointegration relation

#49 cbracco85 closed 1 year ago
6
tsDyn should not suggest whole tidyverse

#48 MatthieuStigler opened 1 year ago
0
Replace rgl.* functions with *3d

#47 dmurdoch closed 1 year ago
4
TVAR.sim/boot: allow for external threshold variable `thVar`

#46 MatthieuStigler opened 1 year ago
0
GIRF: add regime-specific option

#45 MatthieuStigler opened 1 year ago
2
GIRF with TVAR with external variable

#44 ninowski closed 1 year ago
10
SETAR predict not working with "none"

#43 Fatafim opened 2 years ago
3
TVECM does not work with two threshold values

#42 Justinxi opened 2 years ago
6
Define shock variable in GIRF

#41 ZhepengHuCAU closed 1 year ago
1
Setar command: specification of levels and first differences

#40 LukasWiechers opened 2 years ago
3
about external regressors

#39 loloyamg closed 2 years ago
2
GIRF

#38 zahrasaranik closed 2 years ago
2
TVAR and GIRF

#37 AnastaDim closed 1 year ago
9
TVAR exogeneous variable

#36 mundrasruti closed 1 year ago
2
unable to find TVECM two regime impulse response fig

#35 Rfileforme88 closed 2 years ago
1
VECM.sim starting values

#34 gergelybat opened 2 years ago
3
install tsdyn

#33 mariajesus1980 closed 3 years ago
6
irf does not work with exogen regressors!?

#32 MatthieuStigler opened 3 years ago
0
Issue with predict_rolling(VAR) for n.ahead >1

#31 MatthieuStigler opened 3 years ago
1
lag length test

#30 Paviaym closed 3 years ago
2
accuracy_stat: Small inconsistency in output names

#29 MatthieuStigler opened 3 years ago
0
coefA for ca.jo(): error when r=2, Error in alpha %*% t(beta) %*% C: non-conformable arguments

#28 MatthieuStigler opened 3 years ago
0
star: not robust to some optimization cases

#27 MatthieuStigler opened 3 years ago
0
Predict.llar: Error in is.constant(y): 'list' object cannot be coerced to type 'double'

#26 MatthieuStigler opened 3 years ago
0
VECM - Allowing Constant in both Long-Run and Cointegrating Equation

#25 jamesrobinsonjnr opened 3 years ago
3
VECM - Showing Statistical Significance of Long Run Parameters

#24 jamesrobinsonjnr opened 3 years ago
1
VECM new warning with head()

#23 MatthieuStigler closed 3 years ago
1
predic5t.VECM wi5th exo: make warning more informative

#22 MatthieuStigler closed 3 years ago
0
Suggestions for coefB() help page

#21 philturk closed 3 years ago
1
Number of lags TVAR

#20 1997camilolopez closed 3 years ago
2
TVECM.SeoTest

#19 Farhanggc closed 3 years ago
2
predict_rolling does not handle exogenous variables

#18 MatthieuStigler opened 4 years ago
0
fitted.values from the vecm objects equal to negative residuals

#17 TY-Cheng closed 4 years ago
1
toLatex: intercept printed at wrong place

#16 MatthieuStigler opened 4 years ago
0
feature request: implement tidy() method

#15 MatthieuStigler opened 4 years ago
0
feature request: implement extract() method

#14 MatthieuStigler opened 4 years ago
0
predict.nlar: is ci, not se!

#13 MatthieuStigler closed 3 years ago
1
BBCTest: add ref

#12 MatthieuStigler closed 3 years ago
1
Wrong rank for irf function

#11 kilasuelika closed 3 years ago
2
Error During Installation - there is no package called ‘quadprog’ leads to could not find function "setar.sim"

#10 Firiyuu closed 5 years ago
6
Heteroskedasticity

#9 Tsumbu closed 3 years ago
2
`ci` argument in `predict.nlar` is handled unconventionally

#8 ha0ye closed 5 years ago
1
Add "$" to regex to prevent matching against multiple lags

#7 tvladeck closed 5 years ago
1