cheaton/vars2: 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.
Getting started
Browse package contents
Package details |
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| Author | Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] |
| Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
| License | GPL (>= 2) |
| Version | 1.5-3 |
| URL | http://www.pfaffikus.de |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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