R-cran-vars

1.6.1finance

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.

$pkg install R-cran-vars

cran.r-project.org/web/packages/vars ↗

Origin

finance/R-cran-vars

Size

454KiB

License

GPLv2+

Maintainer

tota@FreeBSD.org

Dependencies

5 packages

Required by

0 packages

Dependencies (5)

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