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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView 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.

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