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.
| Version: | 1.4-0 |
| Depends: | R (≥ 2.0.0), MASS, strucchange, urca (≥ 1.1-6) |
| Date: | 2008-06-30 |
| Author: | Bernhard Pfaff |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥ 2) |
| URL: | http://www.pfaffikus.de |
| In views: | Econometrics, Finance, TimeSeries |
| CRAN checks: | vars results |
Downloads:
| Package source: | vars_1.4-0.tar.gz |
| MacOS X binary: | vars_1.4-0.tgz |
| Windows binary: | vars_1.4-0.zip |
| Reference manual: | vars.pdf |
| Vignettes: |
VAR, SVAR and SVEC models |
| News/ChangeLog: | ChangeLog |
| Old sources: | vars archive |