vars
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.6-1 |
2026-04-09 windows/windows R-4.5 | vars_1.6-1.zip |
421.3 KiB |