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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1.5_2
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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
Jan 31, 2018 at 15:48
License
GPL (>= 2)
Total Downloads
13
Supported Platforms
linux-64