vars

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.

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Description file content

Package
vars
Type
Package
Title
VAR Modelling
Version
1.5-3
Date
2018-08-05
Depends
R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4)
LazyLoad
yes
Description
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.
License
GPL (>= 2)
URL
Author
Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb]
Maintainer
Bernhard Pfaff
Repository
CRAN
Repository/R-Forge/Project
vars
Repository/R-Forge/Revision
105
Repository/R-Forge/DateTimeStamp
2018-08-05 10:46:59
Date/Publication
2018-08-06 08:00:03 UTC
Packaged
2018-08-05 10:55:37 UTC; rforge
NeedsCompilation
no

install.packages('vars')

1.5-3

9 months ago

http://www.pfaffikus.de

Bernhard Pfaff

GPL (>= 2)

Depends on

R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4)

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