Conditional Forecasting and Scenario Analysis Using VAR Models


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Documentation for package ‘cforecast’ version 0.1.0

Help Pages

cforecast Conditional Forecast with VAR or BVAR
cforecast_composition Compute Conditional Forecast Composition
DCOILWTICO_level Quarterly Average WTI Crude Oil Price (Level)
fct_weights Conditional Forecast Variable Weights
fred_macro U.S. Macroeconomic Dataset from FRED
state_space_representation State Space Representation
variable_importance_stat Compute Variable Importance for Stationary VAR