vars (version 1.6-0)

VAR Modelling

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.

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Install

install.packages('vars')

Monthly Downloads

18,899

Version

1.6-0

License

GPL (>= 2)

Maintainer

Last Published

December 2nd, 2023

Functions in vars (1.6-0)