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1.6-1 by Bernhard Pfaff, 9 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
Imports methods
Depends on MASS, strucchange, urca, lmtest, sandwich
Imported by EQUALrepeat, HDTSA, LTAR, OOS, SAMtool, TSPred, VARshrink, bootCT, fdaACF, ftsa, funtimes, grangers, multivar, portes, starvars, tsDyn, tvReg, weakARMA.
Depended on by ECTSVR, ECTTDNN, GVARX, RMAWGEN, Spillover, frequencyConnectedness, svars, tsapp.
Suggested by AER, BVAR, FAVAR, LambertW, RTransferEntropy, broom, bruceR, collapse, dfms, dsem, fpp2, ggfortify, lpirfs.
Enhanced by greybox.
See at CRAN