Function reference • bvars

VAR-Models Available VAR models
`bvar()`	Estimate a bayesian vector autoregressive model.
`msvar()`	Estimate regime-switching models with fixed transition probabilities.
`tvar()`	bayesian estimation of threshold VAR
`favar()`	Factor-Augmented Vector Autoregression
`ftvar()`	bayesian estimation of threshold VAR
priors setting up priors
`set_prior_cnw()`	sets up conjugate Normal-Wishart prior
`set_prior_uninformative()`	set up uninformative prior
`set_prior_minnesota()`	set up Minnesota Prior
`set_prior_ssvs()`	set up Stochastic Search Variable Selection Prior
Identifying VAR models functions to identify structural shocks in VAR models
`set_identification_cholesky()`	set cholesky identification
`set_identification_sign()`	set identification via sign restrictions
Applications Applications for bvar models
`irf()`	Compute Impulse-Response Functions
`forecast()`	forecasts for a bayesian VAR model
`cforecast()`	Conditional forecasts
`hd()`	Historical decompositions
`fevd()`	Forecast error variance decomposition
Diagnostics functions for VAR-diagnostics
`plot_residuals()`	plot residuals
`plot_trace()`	posterior trace plots
`plot_density()`	posterior density plots
`plot_autocorr()`	autocorrelation of posterior draws
`diag_geweke()`	Geweke Convergence diagnostics

Reference