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1.5-9 by Bernhard Pfaff, 6 months ago

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https://www.pfaffikus.de

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Browse source code at https://github.com/cran/vars

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Authors: Bernhard Pfaff [aut, cre] , Matthieu Stigler [ctb]

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Documentation:   PDF Manual  

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GPL (>= 2) license

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Imports methods

Depends on MASS, strucchange, urca, lmtest, sandwich

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Imported by 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, fpp2, ggfortify, lpirfs.

Enhanced by greybox.

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See at CRAN