R : VAR(1) Simulation

This post explains how to perform simulations of a VAR(1) model.

R: A Simple Replication of Cointegration Test Results

This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.

Equivalence of VAR models between original variables and their linear transformations

This post demonstrates the VAR forecasting equivalence between original variables and their linear transformations by examining a simple example.

Enumeration of combinations and permutations in R

This post demonstrates how to enumerate combinations and permutations using R.

R: collect the i-th or last rows of each data frame in a list of data frames

This post demonstrates selecting either the last row or the i-th row from each data frame in a list of data frames in R.

R: parallel execution using foreach and %dopar%

This post provides a quick introduction to parallel execution in R using foreach and %dopar%.

R: Creating Sequential Filenames or Folders: AA, AA_01, AA_02, ...

This post demonstrates how to generate sequential filenames or folders, like 'AA', 'AA_01', 'AA_02', and beyond.

R: Refining R Graphs

This post demonstrates a step-by-step refinement of an R graph.

R: Saving Lists with Renaming and Loading into a List

This post shows a streamlined list handling by saving lists with renaming and then loading them into a list for ongoing analysis.

R: Speed Up R Code using Rcpp and RcppArmadillo

This post demonstrates how to incorporate C++ code to enhance the running speed of R code, through the integration of Rcpp and RcppArmadillo. The Nelson-Siegel yield curve model serves as an illustrative example.