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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

VersionRepositoryFileSize
1.6-1 rolling linux/jammy R-4.5 vars_1.6-1.tar.gz 409.4 KiB
1.6-1 rolling linux/noble R-4.5 vars_1.6-1.tar.gz 409.0 KiB
1.6-1 rolling source/ R- vars_1.6-1.tar.gz 84.7 KiB
1.6-1 latest linux/jammy R-4.5 vars_1.6-1.tar.gz 409.4 KiB
1.6-1 latest linux/noble R-4.5 vars_1.6-1.tar.gz 409.0 KiB
1.6-1 latest source/ R- vars_1.6-1.tar.gz 84.7 KiB
1.6-1 2026-04-26 source/ R- vars_1.6-1.tar.gz 84.7 KiB
1.6-1 2026-04-23 source/ R- vars_1.6-1.tar.gz 84.7 KiB
1.6-1 2026-04-09 windows/windows R-4.5 vars_1.6-1.zip 421.3 KiB
1.6-1 2025-04-20 source/ R- vars_1.6-1.tar.gz 84.7 KiB

Dependencies (latest)

Depends

Imports