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VAR Models in R - Sims by Stock and Watson (2001)

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$7.99
$7.99
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You will get the following files:
  • R (13KB)
  • PDF (104KB)

package includes

PDF Guide

Access the guide I use in the video which contains details about VAR model representation, identification and other concepts!

R File

Get the complete R File to replicate the model presented in the tutorial

Impulse Response Functions

Replicate the figure presented in their paper!

Produce forecasts

Learn how to produce a forecast with VAR Models

forecast benchmark

I show you how to compare the forecasted values with the actual values! A great way to evaluate our model forecasting capabilities!

download the dataset

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