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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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 16:21
License
GPL (>= 2)
Total Downloads
13
Platforms
Linux 64 Version: 1.5_2