Man pages for cheaton/vars2
VAR Modelling

ACoefficient matrices of the lagged endogenous variables
archARCH-LM test
BCoefficient matrix of an estimated VAR(p)
BQEstimates a Blanchard-Quah type SVAR
CanadaCanada: Macroeconomic time series
causalityCausality Analysis
coefficientsCoefficient method for objects of class varest
fanchartFanchart plot for objects of class varprd
fevdForecast Error Variance Decomposition
fittedFit method for objects of class varest or vec2var
irfImpulse response function
logLikLog-Likelihood method
normalityNormality, multivariate skewness and kurtosis test
PhiCoefficient matrices of the MA represention
plotPlot methods for objects in vars
predictPredict method for objects of class varest and vec2var
PsiCoefficient matrices of the orthogonalised MA represention
residualsResiduals method for objects of class varest and vec2var
restrictRestricted VAR
rootsEigenvalues of the companion coefficient matrix of a...
serialTest for serially correlated errors
stabilityStructural stability of a VAR(p)
summarySummary method for objects of class varest, svarest and...
SVAREstimation of a SVAR
SVECEstimation of a SVEC
VAREstimation of a VAR(p)
vars-deprecatedDeprecated Functions in package vars
VARselectInformation criteria and FPE for different VAR(p)
vec2varTransform a VECM to VAR in levels
cheaton/vars2 documentation built on Oct. 1, 2018, 12:22 a.m.