vars: VAR Modelling
Version 1.5-2

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.

Package details

AuthorBernhard Pfaff [aut, cre], Matthieu Stigler [ctb]
Date of publication2013-07-22 10:42:44
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 2)
Version1.5-2
URL http://www.pfaffikus.de
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vars")

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vars documentation built on May 29, 2017, 5:37 p.m.