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.
copied from cf-staging / r-vars| Label | Latest Version |
|---|---|
| main | 1.5_2 |
| cf201901 | 1.5_2 |
| cf202003 | 1.5_2 |
| gcc7 | 1.5_3 |
