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1.5-9 by Bernhard Pfaff, 21 hours ago
https://www.pfaffikus.de
Browse source code at https://github.com/cran/vars
Authors: Bernhard Pfaff [aut, cre] , Matthieu Stigler [ctb]
Documentation: PDF Manual
GPL (>= 2) license
Imports methods
Depends on MASS, strucchange, urca, lmtest, sandwich
Imported by OOS, SAMtool, TSPred, VARshrink, bootCT, fdaACF, ftsa, funtimes, grangers, multivar, starvars, tsDyn, tvReg, weakARMA.
Depended on by ECTTDNN, GVARX, RMAWGEN, Spillover, frequencyConnectedness, svars, tsapp.
Suggested by AER, BVAR, FAVAR, LambertW, RTransferEntropy, broom, bruceR, collapse, dfms, fpp2, ggfortify, lpirfs.
Enhanced by greybox.
See at CRAN