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  "Title": "Sparse VAR (Vector Autoregression) / VECM (Vector Error\nCorrection Model) Estimation",
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    "plot_irf",
    "plot_irf_grid",
    "plot_matrix",
    "plot_var",
    "plot_vecm",
    "simulate_var",
    "simulate_varx",
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    "var_mcp",
    "var_scad"
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      "page": "check_impulse_zero",
      "title": "Check Impulse Zero",
      "topics": [
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    {
      "page": "check_is_var",
      "title": "Check is var",
      "topics": [
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      ]
    },
    {
      "page": "companion_var",
      "title": "Companion VAR",
      "topics": [
        "companion_var"
      ]
    },
    {
      "page": "compute_forecasts",
      "title": "Computes forecasts for VARs",
      "topics": [
        "compute_forecasts"
      ]
    },
    {
      "page": "create_sparse_matrix",
      "title": "Create Sparse Matrix",
      "topics": [
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      ]
    },
    {
      "page": "decompose_pi",
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      "title": "Error bands for IRF",
      "topics": [
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      "page": "fit_var",
      "title": "Multivariate VAR estimation",
      "topics": [
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      ]
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    {
      "page": "fit_varx",
      "title": "Multivariate VARX estimation",
      "topics": [
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    {
      "page": "fit_vecm",
      "title": "Multivariate VECM estimation",
      "topics": [
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      "title": "Frobenius norm of a matrix",
      "topics": [
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      "title": "Impulse Response Function",
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      "title": "Plot VECMs",
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        "sparsevar"
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