r-vars
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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About
Summary
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.
Last Updated
Sep 17, 2021 at 11:22
License
GPL-2.0-or-later
Total Downloads
101.8K
Supported Platforms
noarch
Unsupported Platforms
linux-64 Last supported version: 1.5_3
macOS-64 Last supported version: 1.5_3
win-64 Last supported version: 1.5_3