Reference manual

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install.packages("vars")

1.6-1 by Bernhard Pfaff, 8 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, 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