vars

VAR Modelling

CRAN Package

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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  • Depends5 packages
  • Reverse Depends8 packages
  • Reverse Imports17 packages
  • Reverse Suggests13 packages
  • Reverse Enhances1 package