Man pages for vars
VAR Modelling
| A | Coefficient matrices of the lagged endogenous variables |
| arch | ARCH-LM test |
| B | Coefficient matrix of an estimated VAR(p) |
| BQ | Estimates a Blanchard-Quah type SVAR |
| Canada | Canada: Macroeconomic time series |
| causality | Causality Analysis |
| coefficients | Coefficient method for objects of class varest |
| fanchart | Fanchart plot for objects of class varprd |
| fevd | Forecast Error Variance Decomposition |
| fitted | Fit method for objects of class varest or vec2var |
| irf | Impulse response function |
| logLik | Log-Likelihood method |
| normality | Normality, multivariate skewness and kurtosis test |
| Phi | Coefficient matrices of the MA represention |
| plot | Plot methods for objects in vars |
| predict | Predict method for objects of class varest and vec2var |
| Psi | Coefficient matrices of the orthogonalised MA represention |
| residuals | Residuals method for objects of class varest and vec2var |
| restrict | Restricted VAR |
| roots | Eigenvalues of the companion coefficient matrix of a... |
| serial | Test for serially correlated errors |
| stability | Structural stability of a VAR(p) |
| summary | Summary method for objects of class varest, svarest and... |
| SVAR | Estimation of a SVAR |
| SVEC | Estimation of a SVEC |
| VAR | Estimation of a VAR(p) |
| vars-deprecated | Deprecated Functions in package vars |
| VARselect | Information criteria and FPE for different VAR(p) |
| vec2var | Transform a VECM to VAR in levels |
