{ "_id": "6a17edcbacfb0bcc41da4efc", "Package": "rbfmvar", "Type": "Package", "Title": "Residual-Based Fully Modified Vector Autoregression", "Version": "2.0.2", "Authors@R": "c(\nperson(\"Muhammad\", \"Alkhalaf\",\nemail = \"muhammedalkhalaf@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0009-0002-2677-9246\")),\nperson(\"Yoosoon\", \"Chang\", role = \"ctb\",\ncomment = \"Original RBFM-VAR methodology\"))", "Description": "Implements the Residual-Based Fully Modified Vector\nAutoregression (RBFM-VAR) estimator of Chang (2000)\n. The RBFM-VAR procedure extends\nPhillips (1995) FM-VAR to handle any unknown mixture of I(0),\nI(1), and I(2) components without prior knowledge of the number\nor location of unit roots. Provides automatic lag selection via\ninformation criteria (AIC, BIC, HQ), long-run variance\nestimation using Bartlett, Parzen, or Quadratic Spectral\nkernels with Andrews (1991) automatic\nbandwidth selection, Granger non-causality testing with\nasymptotically chi-squared Wald statistics, impulse response\nfunctions (IRF) with bootstrap confidence intervals, forecast\nerror variance decomposition (FEVD), and out-of-sample\nforecasting.", "License": "GPL-3", "URL": "https://github.com/muhammedalkhalaf/rbfmvar", "BugReports": "https://github.com/muhammedalkhalaf/rbfmvar/issues", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "Repository": "https://muhammedalkhalaf.r-universe.dev", "Date/Publication": "2026-04-27 20:56:49 UTC", "RemoteUrl": "https://github.com/muhammedalkhalaf/rbfmvar", "RemoteRef": "HEAD", "RemoteSha": "cbd3b6fed4a3eb59758392649fceec15ab97144b", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 07:20:27 UTC", "User": "root" }, 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Abdullah Alkhalaf ", "message": "Strip UTF-8 BOM from CITATION and source files (no functional change)\n", "time": 1777323409 }, "_maintainer": { "name": "Muhammad Alkhalaf", "email": "muhammedalkhalaf@gmail.com", "login": "muhammedalkhalaf", "uuid": 114047760 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "muhammedalkhalaf", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-11", "n": 5 }, { "week": "2026-14", "n": 2 }, { "week": "2026-18", "n": 1 } ], "_tags": [ { "name": "v1.0.0", "date": "2026-03-17" }, { "name": "v1.0.0.1", "date": "2026-03-18" } ], "_stars": 1, "_contributors": [ { "user": "muhammedalkhalaf", "count": 8, "uuid": 114047760 } ], "_userbio": 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