/mosumfvar

data segmentation and forecasting for VAR-driven factor models

Primary LanguageRMIT LicenseMIT

mosumfvar

package mosumfvar installable via

devtools::install_github("https://github.com/Dom-Owens-UoB/mosumfvar")

requires

devtools::install_github("https://github.com/Dom-Owens-UoB/VAR_MOSUM", subdir = "mosumvar")