Man pages for VARtests
Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models
| ACtest | Test for Error Autocorrelation in VAR Models. |
| archBootTest | Combined LM test for ARCH errors in VAR models. |
| cointBootTest | Bootstrap Determination of Cointegration Rank in VAR Models |
| data | Multiple Time Series Data Set |
| VARfit | VAR(p) (Vector Autoregression) Model Fitting. |
| VARfit-methods | Methods for class VARfit |
| VARsim | Simulates vector autoregressive (VAR) series |
| wildBoot | Wild Bootstrap Tests for Error Autocorrelation |
