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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.

Version:	1.6-1
Depends:	R (≥ 2.0.0),MASS,strucchange,urca (≥ 1.1-6),lmtest (≥0.9-26),sandwich (≥ 2.2-4)
Imports:	methods
Published:	2024-03-21
DOI:	10.32614/CRAN.package.vars
Author:	Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb]
Maintainer:	Bernhard Pfaff <bernhard at pfaffikus.de>
License:	GPL-2 \|GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://www.pfaffikus.de
NeedsCompilation:	no
Citation:	vars citation info
Materials:	ChangeLog
In views:	Econometrics,Finance,TimeSeries
CRAN checks:	vars results

Documentation:

Reference manual:

vars.html ,vars.pdf

Downloads:

Package source:	vars_1.6-1.tar.gz
Windows binaries:	r-devel:vars_1.6-1.zip, r-release:vars_1.6-1.zip, r-oldrel:vars_1.6-1.zip
macOS binaries:	r-release (arm64):vars_1.6-1.tgz, r-oldrel (arm64):vars_1.6-1.tgz, r-release (x86_64):vars_1.6-1.tgz, r-oldrel (x86_64):vars_1.6-1.tgz
Old sources:	vars archive

Reverse dependencies:

Reverse depends:	ECTSVR,ECTTDNN,frequencyConnectedness,GVARX,RMAWGEN,Spillover,svars,tsapp
Reverse imports:	bootCT,convergenceDFM,EconCausal,EQUALrepeat,fChange,fdaACF,ftsa,funtimes,grangers,HDTSA,multivar,portes,pvars,RGENERATE,SAMtool,starvars,tsDyn,tvReg,VARshrink,weakARMA
Reverse suggests:	AER,broom,bruceR,BVAR,collapse,dfms,dsem,FAVAR,fpp2,ggfortify,LambertW,lpirfs,RTransferEntropy,valueprhr,VARtests
Reverse enhances:	greybox

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=varsto link to this page.