vars
cranv1.6-1VAR 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.
License GPL (>= 2)0 versions1 maintainers6 deps7,523 weekly dl
https://CRAN.R-project.org/package=vars39
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curl https://depscope.dev/api/check/cran/varsFirst published · 2024-03-21 13:02:51
Last updated · 2024-03-21T11:20:02+00:00