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.
- Version1.6-1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- vars citation info
- Last release03/21/2024
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Team
Bernhard Pfaff
Matthieu Stigler
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- Depends5 packages
- Reverse Depends8 packages
- Reverse Imports17 packages
- Reverse Suggests13 packages
- Reverse Enhances1 package