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.

Tests Vignettes

Available Snapshots

This version of vars can be found in the following snapshots:


Imports/Depends/LinkingTo/Enhances (5)
  • R
  • strucchange
  • urca >= 1.1-6
  • lmtest >= 0.9-26
  • sandwich >= 2.2-4
  • Version History