Functions to classify state
regimes()
Identify regimes via unsupervised ML algorithms
Functions to estimate models and forecasts
VAR()
Estimate VAR, SVAR, or Proxy-SVAR
RVAR()
Estimate regime-dependent VAR, SVAR, or Proxy-SVAR
LP()
Estimate local projections
RLP()
Estimate regime-dependent local projections
covid_volatility_correction()
Lenza-Primiceri Covid Shock Correction
Functions to anlayze model and forecasting dynamics
IRF()
Estimate impulse response functions
FEVD()
Estimate forecast error variance decomposition
HD()
Estimate historical decomposition
Functions to plot model and forecast analysis
plot_forecast()
Chart forecasts
plot_error()
Chart residuals
plot_fevd()
Chart FEVDs
plot_irf()
Chart IRFs
plot_hd()
Chart HDs