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 |

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