vars (1.5-0)
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/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: gogarch, portes, tsDyn
Released 10 months ago.
