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"print.bvhardynsp" ] }, { "page": "etf_vix", "title": "CBOE ETF Volatility Index Dataset", "topics": [ "etf_vix" ] }, { "page": "fitted", "title": "Fitted Matrix from Multivariate Time Series Models", "topics": [ "fitted", "fitted.bvarflat", "fitted.bvarmn", "fitted.bvharmn", "fitted.varlse", "fitted.vharlse" ] }, { "page": "forecast_expand", "title": "Out-of-sample Forecasting based on Expanding Window", "topics": [ "forecast_expand", "forecast_expand.ldltmod", "forecast_expand.normaliw", "forecast_expand.olsmod", "forecast_expand.svmod" ] }, { "page": "forecast_roll", "title": "Out-of-sample Forecasting based on Rolling Window", "topics": [ "forecast_roll", "forecast_roll.ldltmod", "forecast_roll.normaliw", "forecast_roll.olsmod", "forecast_roll.svmod", "is.bvharcv", "knit_print.bvharcv", "print.bvharcv" ] }, { "page": "FPE", "title": "Final Prediction Error Criterion", "topics": [ "FPE", "FPE.varlse", "FPE.vharlse" ] }, { "page": "fromse", "title": "Evaluate the Estimation Based on Frobenius Norm", "topics": [ "fromse", "fromse.bvharsp" ] }, { "page": "geom_eval", "title": "Adding Test Data Layer", "topics": [ "geom_eval" ] }, { "page": "gg_loss", "title": "Compare Lists of Models", "topics": [ "gg_loss" ] }, { "page": "HQ", "title": "Hannan-Quinn Criterion", "topics": [ "HQ", "HQ.bvarflat", "HQ.bvarmn", "HQ.bvharmn", "HQ.logLik", "HQ.varlse", "HQ.vharlse" ] }, { "page": "irf", "title": "Impulse Response Analysis", "topics": [ "irf", "irf.bvarldlt", "irf.bvharldlt", "irf.varlse", "irf.vharlse", "is.bvharirf", "knit_print.bvharirf", "print.bvharirf" ] }, { "page": "is.stable", "title": "Stability of the process", "topics": [ "is.stable", "is.stable.bvarflat", "is.stable.bvarmn", "is.stable.bvharmn", "is.stable.varlse", "is.stable.vharlse" ] }, { "page": "mae", "title": "Evaluate the Model Based on MAE (Mean Absolute Error)", "topics": [ "mae", "mae.bvharcv", "mae.predbvhar" ] }, { "page": "mape", "title": "Evaluate the Model Based on MAPE (Mean Absolute Percentage Error)", "topics": [ "mape", "mape.bvharcv", "mape.predbvhar" ] }, { "page": "mase", "title": "Evaluate the Model Based on MASE (Mean Absolute Scaled Error)", "topics": [ "mase", "mase.bvharcv", "mase.predbvhar" ] }, { "page": "mrae", "title": "Evaluate the Model Based on MRAE (Mean Relative Absolute Error)", "topics": [ "mrae", "mrae.bvharcv", "mrae.predbvhar" ] }, { "page": "mse", "title": "Evaluate the Model Based on MSE (Mean Square Error)", "topics": [ "mse", "mse.bvharcv", "mse.predbvhar" ] }, { "page": "predict", "title": "Forecasting Multivariate Time Series", "topics": [ "is.predbvhar", "knit_print.predbvhar", "predict", "predict.bvarflat", "predict.bvarldlt", "predict.bvarmn", "predict.bvarsv", "predict.bvharldlt", "predict.bvharmn", "predict.bvharsv", "predict.varlse", "predict.vharlse", "print.predbvhar" ] }, { "page": "summary.bvharsp", "title": "Summarizing BVAR and BVHAR with Shrinkage Priors", "topics": [ "knit_print.summary.bvharsp", "print.summary.bvharsp", "summary.bvharsp", "summary.hsmod", "summary.ngmod", "summary.ssvsmod" ] }, { "page": "relmae", "title": "Evaluate the Model Based on RelMAE (Relative MAE)", "topics": [ "relmae", "relmae.bvharcv", "relmae.predbvhar" ] }, { "page": "relspne", "title": "Evaluate the Estimation Based on Relative Spectral Norm Error", "topics": [ "relspne", "relspne.bvharsp" ] }, { "page": "residuals", "title": "Residual Matrix from Multivariate Time Series Models", "topics": [ "residuals", "residuals.bvarflat", "residuals.bvarmn", "residuals.bvharmn", "residuals.varlse", "residuals.vharlse" ] }, { "page": "rmafe", "title": "Evaluate the Model Based on RMAFE", "topics": [ "rmafe", "rmafe.bvharcv", "rmafe.predbvhar" ] }, { "page": "rmape", "title": "Evaluate the Model Based on RMAPE (Relative MAPE)", "topics": [ "rmape", "rmape.bvharcv", "rmape.predbvhar" ] }, { "page": "rmase", "title": "Evaluate the Model Based on RMASE (Relative MASE)", "topics": [ "rmase", "rmase.bvharcv", "rmase.predbvhar" ] }, { "page": "rmsfe", "title": "Evaluate the Model Based on RMSFE", "topics": [ "rmsfe", "rmsfe.bvharcv", "rmsfe.predbvhar" ] }, { "page": "set_bvar", "title": "Hyperparameters for Bayesian Models", "topics": [ "is.bvharspec", "knit_print.bvharspec", "print.bvharspec", "set_bvar", "set_bvar_flat", "set_bvhar", "set_weight_bvhar" ] }, { "page": "set_dl", "title": "Dirichlet-Laplace Hyperparameter for Coefficients and Contemporaneous Coefficients", "topics": [ "is.dlspec", "print.dlspec", "set_dl" ] }, { "page": "set_factor", "title": "Factor Specification", "topics": [ "set_factor" ] }, { "page": "set_gdp", "title": "Generalized Double Pareto Shrinkage Hyperparameters for Coefficients and Contemporaneous Coefficients", "topics": [ "is.gdpspec", "set_gdp" ] }, { "page": "set_horseshoe", "title": "Horseshoe Prior Specification", "topics": [ "is.horseshoespec", "knit_print.horseshoespec", "print.horseshoespec", "set_horseshoe" ] }, { "page": "set_intercept", "title": "Prior for Constant Term", 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