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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
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Package details |
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| Author | Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] |
| Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
| License | GPL (>= 2) |
| Version | 1.5-9 |
| URL | https://www.pfaffikus.de |
| Package repository | View on CRAN |
| Installation |
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