# Time-Varying Coefficient for Single and Multi-Equation Regressions

## Documentation for package ‘tvReg’ version 0.5.8

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

tvReg-package | tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
bw | Bandwidth Selection by Cross-Validation
bw.default | Bandwidth Selection by Cross-Validation
bw.list | Bandwidth Selection by Cross-Validation
bw.pdata.frame | Bandwidth Selection by Cross-Validation
bw.tvar | Bandwidth Selection by Cross-Validation
bw.tvlm | Bandwidth Selection by Cross-Validation
bw.tvplm | Bandwidth Selection by Cross-Validation
bw.tvsure | Bandwidth Selection by Cross-Validation
bw.tvvar | Bandwidth Selection by Cross-Validation
bwCov | Covariance Bandwidth Calculation by Cross-Validation _bwCov_ calculates a single bandwidth to estimate the time-varying variance- covariance matrix.
CEES | Standarised rates from a currency portfolio.
confint.tvar | Confidence Intervals for Objects in tvReg
confint.tvirf | Confidence Intervals for Objects in tvReg
confint.tvlm | Confidence Intervals for Objects in tvReg
confint.tvplm | Confidence Intervals for Objects in tvReg
confint.tvsure | Confidence Intervals for Objects in tvReg
confint.tvvar | Confidence Intervals for Objects in tvReg
FF5F | Fama and French portfolio daily returns and factors for international markets.
forecast | Forecast Methods for Objects in tvReg.
forecast.tvar | Forecast Methods for Objects in tvReg.
forecast.tvlm | Forecast Methods for Objects in tvReg.
forecast.tvplm | Forecast Methods for Objects in tvReg.
forecast.tvsure | Forecast Methods for Objects in tvReg.
forecast.tvvar | Forecast Methods for Objects in tvReg.
OECD | Variables related to the problem of healthcare spending.
plot.tvar | Plot Methods for Objects in tvReg
plot.tvirf | Plot Methods for Objects in tvReg
plot.tvlm | Plot Methods for Objects in tvReg
plot.tvplm | Plot Methods for Objects in tvReg
plot.tvsure | Plot Methods for Objects in tvReg
plot.tvvar | Plot Methods for Objects in tvReg
predict.tvar | Predict Methods for Objects in tvReg.
predict.tvlm | Predict Methods for Objects in tvReg.
predict.tvplm | Predict Methods for Objects in tvReg.
predict.tvsure | Predict Methods for Objects in tvReg.
predict.tvvar | Predict Methods for Objects in tvReg.
print.tvar | Print results of functions in tvReg
print.tvirf | Print results of functions in tvReg
print.tvlm | Print results of functions in tvReg
print.tvplm | Print results of functions in tvReg
print.tvsure | Print results of functions in tvReg
print.tvvar | Print results of functions in tvReg
RV | Daily realized variance
summary | Print results of functions in tvReg
summary.tvar | Print results of functions in tvReg
summary.tvirf | Print results of functions in tvReg
summary.tvlm | Print results of functions in tvReg
summary.tvplm | Print results of functions in tvReg
summary.tvsure | Print results of functions in tvReg
summary.tvvar | Print results of functions in tvReg
tvAcoef | Time-Varying Coefficient Arrays of the Lagged Endogenous Variables of a TVVAR (no intercept).
tvAR | Time-Varying Autoregressive Model
tvar | Time-Varying Autoregressive Model
tvar-class | Time-Varying Autoregressive Model
tvBcoef | Coefficient Array of an Estimated tvVAR
tvCov | Time-varying Variance-Covariance Estimation
tvFE | Time-Varying Fixed Effects Estimation
tvFE.matrix | Time-Varying Fixed Effects Estimation
tvFE.tvplm | Time-Varying Fixed Effects Estimation
tvGLS | Time-Varying Generalised Least Squares
tvGLS.list | Time-Varying Generalised Least Squares
tvGLS.matrix | Time-Varying Generalised Least Squares
tvGLS.tvsure | Time-Varying Generalised Least Squares
tvIRF | Time-Varying Impulse Response Function
tvirf-class | Time-Varying Impulse Response Function
tvirf. | Time-Varying Impulse Response Function
tvLM | Time-Varying Coefficients Linear Models
tvlm | Time-Varying Coefficients Linear Models
tvlm-class | Time-Varying Coefficients Linear Models
tvOLS | Time-Varying Ordinary Least Squares
tvOLS.matrix | Time-Varying Ordinary Least Squares
tvOLS.tvar | Time-Varying Ordinary Least Squares
tvOLS.tvlm | Time-Varying Ordinary Least Squares
tvOLS.tvvar | Time-Varying Ordinary Least Squares
tvPhi | Time-Varying Coefficient Arrays of the MA Represention
tvPLM | Time-Varying Coefficients Panel Data Models
tvplm | Time-Varying Coefficients Panel Data Models
tvplm-class | Time-Varying Coefficients Panel Data Models
tvPsi | Time-Varying Coefficient Arrays of the Orthogonalised MA Represention
tvRE | Time-Varying Random Effects Estimation
tvRE.matrix | Time-Varying Random Effects Estimation
tvRE.tvplm | Time-Varying Random Effects Estimation
tvReg | tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
tvSURE | Time-Varying Seemingly Unrelated Regression Equations Model
tvsure | Time-Varying Seemingly Unrelated Regression Equations Model
tvsure-class | Time-Varying Seemingly Unrelated Regression Equations Model
tvVAR | Time-varying Vector Autoregressive Models
tvvar | Time-varying Vector Autoregressive Models
tvvar-class | Time-varying Vector Autoregressive Models
update.tvar | Update and Re-fit the Models of package tvReg
update.tvlm | Update and Re-fit the Models of package tvReg
update.tvplm | Update and Re-fit the Models of package tvReg
update.tvsure | Update and Re-fit the Models of package tvReg
update.tvvar | Update and Re-fit the Models of package tvReg