vars (1.5-2)

2 users

VAR Modelling.

http://www.pfaffikus.de
http://cran.r-project.org/web/packages/vars

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.

Maintainer: Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb]

License: GPL (>= 2)

Uses: lmtest, MASS, sandwich, strucchange, urca
Reverse depends: het.test, RMAWGEN
Reverse suggests: AER, ftsa, ggfortify, gogarch, portes, tsDyn

Released over 3 years ago.


9 previous versions

Ratings

Overall:

  3.3/5 (3 votes)

Documentation:

  3.3/5 (3 votes)

Log in to vote.

Reviews


Related packages: dynlm, FinTS, MSBVAR, strucchange, tsDyn, tseries, tsfa, urca, zoo, CADFtest, xts, forecast, gets, AER, boot, car, Ecdat, gmm, lmtest, meboot(20 best matches, based on common tags.)


Search for vars on google, google scholar, r-help, r-devel.

Visit vars on R Graphical Manual.