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.

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
http://www.pfaffikus.de

View on CRAN

Files in this package

vars
vars/inst
vars/inst/CITATION
vars/inst/book-ex
vars/inst/book-ex/Rcode-2-3.R
vars/inst/book-ex/ex2.tar.gz
vars/inst/book-ex/Rcode-2-9.R
vars/inst/book-ex/Rcode-1-3.R
vars/inst/book-ex/Rcode-5-3.R
vars/inst/book-ex/Rcode-2-8.R
vars/inst/book-ex/Rcode-8-16.R
vars/inst/book-ex/Rcode-1-1.R
vars/inst/book-ex/Rcode-2-2.R
vars/inst/book-ex/Rcode-2-10.R
vars/inst/book-ex/Rcode-8-10.R
vars/inst/book-ex/Rcode-1-2.R
vars/inst/book-ex/Rcode-5-5.R
vars/inst/book-ex/Rcode-2-7.R
vars/inst/book-ex/Rcode-7-3.R
vars/inst/book-ex/Rcode-8-6.R
vars/inst/book-ex/Rcode-1-4.R
vars/inst/book-ex/Rcode-8-13.R
vars/inst/book-ex/Rcode-4-1.R
vars/inst/book-ex/Rcode-5-1.R
vars/inst/book-ex/Rcode-2-4.R
vars/inst/book-ex/Rcode-6-2.R
vars/inst/book-ex/Rcode-8-15.R
vars/inst/book-ex/Rcode-8-2.R
vars/inst/book-ex/Rcode-2-5.R
vars/inst/book-ex/Rcode-8-14.R
vars/inst/book-ex/Rcode-4-4.R
vars/inst/book-ex/Rcode-5-2.R
vars/inst/book-ex/Rcode-8-8.R
vars/inst/book-ex/Rcode-8-3.R
vars/inst/book-ex/Rcode-5-4.R
vars/inst/book-ex/Rcode-6-3.R
vars/inst/book-ex/Rcode-7-2.R
vars/inst/book-ex/Rcode-8-7.R
vars/inst/book-ex/Rcode-8-1.R
vars/inst/book-ex/Rcode-7-1.R
vars/inst/book-ex/Rcode-8-5.R
vars/inst/book-ex/Rcode-2-1.R
vars/inst/book-ex/Rcode-4-3.R
vars/inst/book-ex/Rcode-8-4.R
vars/inst/book-ex/Rcode-8-17.R
vars/inst/book-ex/Rcode-4-2.R
vars/inst/book-ex/Rcode-2-6.R
vars/inst/book-ex/Rcode-3-2.R
vars/inst/book-ex/Rcode-8-11.R
vars/inst/book-ex/Rcode-6-1.R
vars/inst/book-ex/Rcode-8-9.R
vars/inst/book-ex/Rcode-3-4.R
vars/inst/book-ex/Rcode-8-12.R
vars/inst/book-ex/Rcode-2-11.R
vars/inst/book-ex/Rcode-3-3.R
vars/inst/book-ex/Rcode-3-1.R
vars/inst/ChangeLog
vars/inst/doc
vars/inst/doc/vars.pdf
vars/inst/doc/vars.Rnw
vars/inst/doc/vars.R
vars/tests
vars/tests/ExamplesTest.Rout
vars/tests/CheckCausality.R
vars/tests/CheckCausality.Rout
vars/tests/ExamplesTest.R
vars/NAMESPACE
vars/data
vars/data/Canada.RData
vars/R
vars/R/fevd.varest.R vars/R/plot.varirf.R vars/R/print.varprd.R vars/R/coef.varest.R vars/R/print.varest.R vars/R/Psi.varest.R vars/R/print.varcheck.R vars/R/fitted.vec2var.R vars/R/print.svecest.R vars/R/Phi.R vars/R/Psi.R vars/R/SVAR.R vars/R/residuals.varest.R vars/R/Psi.vec2var.R vars/R/summary.svecest.R vars/R/plot.varest.R vars/R/irf.varest.R vars/R/print.varirf.R vars/R/causality.R vars/R/B.R vars/R/plot.vec2var.R vars/R/print.varstabil.R vars/R/plot.varfevd.R vars/R/vec2var.R vars/R/Phi.varest.R vars/R/toMlm.R vars/R/print.vec2var.R vars/R/stability.R vars/R/irf.vec2var.R vars/R/print.svarsum.R vars/R/VAR.R vars/R/serial.R vars/R/fanchart.R vars/R/Phi.svarest.R vars/R/logLik.varest.R vars/R/roots.R vars/R/restrict.R vars/R/normality.R vars/R/logLik.svarest.R vars/R/summary.svarest.R vars/R/irf.R vars/R/internal.R vars/R/logLik.vec2var.R vars/R/A.R vars/R/plot.varstabil.R vars/R/fevd.R vars/R/predict.varest.R vars/R/print.varfevd.R vars/R/summary.varest.R vars/R/Phi.svecest.R vars/R/logLik.svecest.R vars/R/predict.vec2var.R vars/R/print.varsum.R vars/R/VARselect.R vars/R/arch.R vars/R/plot.varcheck.R vars/R/fitted.varest.R vars/R/fevd.svecest.R vars/R/irf.svecest.R vars/R/print.svecsum.R vars/R/fevd.vec2var.R vars/R/fevd.svarest.R vars/R/SVEC.R vars/R/BQ.R vars/R/irf.svarest.R vars/R/residuals.vec2var.R vars/R/plot.varprd.R vars/R/print.svarest.R vars/R/Phi.vec2var.R
vars/vignettes
vars/vignettes/Figures
vars/vignettes/Figures/fig-4.pdf
vars/vignettes/Figures/fig-1.pdf
vars/vignettes/Figures/fig-2.pdf
vars/vignettes/Figures/fig-3.pdf
vars/vignettes/Figures/fig-5.pdf
vars/vignettes/vars.Rnw
vars/vignettes/vars.bib
vars/MD5
vars/DESCRIPTION
vars/man
vars/man/vars-deprecated.Rd vars/man/SVEC.Rd vars/man/vec2var.Rd vars/man/coefficients.Rd vars/man/residuals.Rd vars/man/irf.Rd vars/man/logLik.Rd vars/man/BQ.Rd vars/man/arch.Rd vars/man/causality.Rd vars/man/predict.Rd vars/man/VARselect.Rd vars/man/normality.Rd vars/man/VAR.Rd vars/man/Canada.Rd vars/man/Phi.Rd vars/man/stability.Rd vars/man/B.Rd vars/man/fitted.Rd vars/man/fanchart.Rd vars/man/SVAR.Rd vars/man/serial.Rd vars/man/restrict.Rd vars/man/plot.Rd vars/man/roots.Rd vars/man/fevd.Rd vars/man/Psi.Rd vars/man/summary.Rd vars/man/A.Rd

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