# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "rbfmvar" in publications use:' type: software license: GPL-3.0-only title: 'rbfmvar: Residual-Based Fully Modified Vector Autoregression' version: 2.0.2 doi: 10.32614/CRAN.package.rbfmvar identifiers: - type: doi value: 10.32614/CRAN.package.rbfmvar abstract: Implements the Residual-Based Fully Modified Vector Autoregression (RBFM-VAR) estimator of Chang (2000) . The RBFM-VAR procedure extends Phillips (1995) FM-VAR to handle any unknown mixture of I(0), I(1), and I(2) components without prior knowledge of the number or location of unit roots. Provides automatic lag selection via information criteria (AIC, BIC, HQ), long-run variance estimation using Bartlett, Parzen, or Quadratic Spectral kernels with Andrews (1991) automatic bandwidth selection, Granger non-causality testing with asymptotically chi-squared Wald statistics, impulse response functions (IRF) with bootstrap confidence intervals, forecast error variance decomposition (FEVD), and out-of-sample forecasting. authors: - family-names: Alkhalaf given-names: Muhammad email: muhammedalkhalaf@gmail.com orcid: https://orcid.org/0009-0002-2677-9246 preferred-citation: type: manual title: Residual-Based Fully Modified Vector Autoregression authors: - family-names: Alkhalaf given-names: Muhammad Abdullah email: muhammedalkhalaf@gmail.com orcid: https://orcid.org/0009-0002-2677-9246 year: '2026' notes: R package version 2.0.2 url: https://CRAN.R-project.org/package=rbfmvar doi: 10.32614/CRAN.package.rbfmvar repository: https://muhammedalkhalaf.r-universe.dev repository-code: https://github.com/muhammedalkhalaf/rbfmvar commit: cbd3b6fed4a3eb59758392649fceec15ab97144b url: https://github.com/muhammedalkhalaf/rbfmvar date-released: '2026-04-27' contact: - family-names: Alkhalaf given-names: Muhammad email: muhammedalkhalaf@gmail.com orcid: https://orcid.org/0009-0002-2677-9246