A                       Generator for Simulated Multivariate Time
                        Series
BigVAR                  Dimension Reduction Methods for Multivariate
                        Time Series.
BigVAR-class            BigVAR Object Class
BigVAR.est              BigVAR Estimation
BigVAR.fit              Simple function to fit BigVAR model with fixed
                        penalty parameter
BigVAR.intermediate     BigVAR.intermediate This class contains the
                        in-sample results for cv.BigVAR
BigVAR.results          BigVAR.results This class contains the results
                        from cv.BigVAR.
MultVarSim              Simulate a VAR
PredictVARX             One-step ahead predictions for VARX models
SparsityPlot.BigVAR.results
                        Sparsity Plot of a BigVAR.results object
VARXFit                 Fit a VAR or VARX model by least squares
VARXForecastEval        Evaluate forecasts from a VAR or VARX with lag
                        orders selected by AIC/BIC
VARXLagCons             Construct a VAR or VARX lag matrix
VarptoVar1MC            Converts a VAR coefficient matrix of order p to
                        multiple companion form
Y                       Simulated Multivariate Time Series
Y1                      Example quarterly macroeconomic data
coef                    Default coef method BigVAR-results, returns the
                        last coefficient matrix from the evaluation
                        period
constructModel          Construct an object of class BigVAR
cv.BigVAR               Cross Validation for BigVAR
plot                    Plot an object of class BigVAR.results
plot.BigVAR             Plot a BigVAR object
predict                 Forecast using a BigVAR.results object
show                    Default show method for an object of class
                        BigVAR.results
show.BigVAR             Default show method for an object of class
                        BigVAR
