Reference manual

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install.packages("vars")

1.5-6 by Bernhard Pfaff, 10 months 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


Depends on MASS, strucchange, urca, lmtest, sandwich


Imported by OOS, SAMtool, TSPred, VARshrink, bootCT, fdaACF, ftsa, 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, fpp2, ggfortify, lpirfs.

Enhanced by greybox.


See at CRAN