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.
Documentation: Downloads: Reverse dependencies: Reverse depends: ECTSVR, ECTTDNN, frequencyConnectedness, GVARX, RMAWGEN, Spillover, svars, tsapp Reverse imports: bootCT, EQUALrepeat, fChange, fdaACF, ftsa, funtimes, grangers, HDTSA, multivar, portes, RGENERATE, SAMtool, starvars, tsDyn, tvReg, VARshrink, weakARMA Reverse suggests: AER, broom, bruceR, BVAR, collapse, dfms, dsem, FAVAR, fpp2, ggfortify, LambertW, lpirfs, RTransferEntropy, VARtests Reverse enhances: greybox Linking:Please use the canonical form https://CRAN.R-project.org/package=vars to link to this page.
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