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_3
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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
Dec 29, 2019 at 19:02
License
GPL-2
Total Downloads
13
Version Downloads
13
Supported Platforms
noarch