README.md
In bpfaff/vars: VAR Modelling
R Package 'vars'
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. This R
package is used in the Springer
book
Analysis of Integrated and Cointegrated Time Series with R.
The package is hosted on CRAN.
bpfaff/vars documentation built on Dec. 19, 2021, 10:51 a.m.
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R Package 'vars'
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. This R package is used in the Springer book Analysis of Integrated and Cointegrated Time Series with R. The package is hosted on CRAN.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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