Installation
About
Estimates VAR and VARX models with Structured Penalties using the methods developed by Nicholson et al (2017)doi:10.1016/j.ijforecast.2017.01.003 and Nicholson et al (2020) doi:10.48550/arXiv.1412.5250.
| github.com/wbnicholson/BigVAR | |
| System requirements | C++11 |
| Bug report | File report |
Key Metrics
Downloads
| Last 24 hours | 0 -100% |
| Last 7 days | 101 -20% |
| Last 30 days | 514 +1% |
| Last 90 days | 1.479 -17% |
| Last 365 days | 7.632 -13% |