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vars (version 1.6-1)

VAR Modelling

Description

Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.

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Version

Install

install.packages('vars')

Monthly Downloads

23,611

Version

1.6-1

License

GPL (>= 2)

Maintainer

Last Published

March 21st, 2024

Functions in vars (1.6-1)

BQ

Estimates a Blanchard-Quah type SVAR
SVAR

Estimation of a SVAR
Acoef

Coefficient matrices of the lagged endogenous variables
Phi

Coefficient matrices of the MA represention
Psi

Coefficient matrices of the orthogonalised MA represention
SVEC

Estimation of a SVEC
Bcoef

Coefficient matrix of an estimated VAR(p)
fevd

Forecast Error Variance Decomposition
VARselect

Information criteria and FPE for different VAR(p)
irf

Impulse response function
VAR

Estimation of a VAR(p)
fitted

Fit method for objects of class varest or vec2var
logLik

Log-Likelihood method
Canada

Canada: Macroeconomic time series
coef

Coefficient method for objects of class varest
arch.test

ARCH-LM test
fanchart

Fanchart plot for objects of class varprd
restrict

Restricted VAR
normality.test

Normality, multivariate skewness and kurtosis test
roots

Eigenvalues of the companion coefficient matrix of a VAR(p)-process
predict

Predict method for objects of class varest and vec2var
causality

Causality Analysis
stability

Structural stability of a VAR(p)
serial.test

Test for serially correlated errors
vec2var

Transform a VECM to VAR in levels
plot

Plot methods for objects in vars
vars-deprecated

Deprecated Functions in package vars
summary

Summary method for objects of class varest, svarest and svecest
residuals

Residuals method for objects of class varest and vec2var