R-cran-vars

1.6.1

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/SVEC models.

Origin: finance/R-cran-vars

Category: finance

Size: 454KiB

License: GPLv2+

Maintainer: tota@FreeBSD.org

Dependencies: 5 packages

Required by: 0 packages

Website: cran.r-project.org/web/packages/vars

$pkg install R-cran-vars

Dependencies (5)

R-cran-urca R-cran-strucchange R-cran-sandwich R-cran-lmtest R

More in finance

p5-Business-OnlinePayment3.05

Generic interface for processing online credit card payments

p5-Business-CreditCard0.39

Perl5 module to validate/generate credit card checksums/names

R-cran-lmtest0.9.40_1

Testing Linear Regression Models

R-cran-timeDate4051.111

Rmetrics - Chronological and Calendar Objects

libofx0.10.9_2

OpenSource implementation of the OFX (Open Financial eXchange)

py311-ofxparse0.21_1

Tools for working with the OFX file format

aqbanking6.8.4

Online banking interface and financial data framework

beancount3.2.0

Double-Entry Accounting from Text Files

p5-Finance-Quote1.67

Get stock and mutual fund quotes from various exchanges

R-cran-TTR0.24.4

Technical Trading Rules