BigVAR
Dimension Reduction Methods for Multivariate Time Series
Estimates VAR and VARX models with Structured Penalties.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.5 |
2026-04-09 windows/windows R-4.5 | BigVAR_1.1.5.zip |
1.4 MiB |