Nothing
vars: VAR Modelling
Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] |
| Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
| License | GPL (>= 2) |
| Version | 1.6-1 |
| URL | https://www.pfaffikus.de |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the vars package in your browser
Any scripts or data that you put into this service are public.
