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r-vars

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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.

Installation

To install this package, run one of the following:

Conda
$conda install f30a78ec8::r-vars

Usage Tracking

1.5_3
1 / 8 versions selected
Total downloads: 0

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.

Information Last Updated

Mar 25, 2025 at 16:18

License

GPL-2

Total Downloads

12

Platforms

noarch Version: 1.5_3