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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 


Author  Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] 
Maintainer  Bernhard Pfaff <bernhard@pfaffikus.de> 
License  GPL (>= 2) 
Version  1.53 
URL  http://www.pfaffikus.de 
Package repository  View on CRAN 
Installation 
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