Last data update: 2014.03.03

vars

Package: vars
Type: Package
Title: VAR Modelling
Version: 1.5-2
Date: 2013-07-22
Authors@R: c(person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de", role = c("aut", "cre")), person("Matthieu", "Stigler", role = "ctb"))
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>=
0.9-26), sandwich (>= 2.2-4)
LazyLoad: yes
Description: 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.
License: GPL (>= 2)
URL: http://www.pfaffikus.de
Author: Bernhard Pfaff [aut, cre],
Matthieu Stigler [ctb]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Repository/R-Forge/Project: vars
Repository/R-Forge/Revision: 99
Repository/R-Forge/DateTimeStamp: 2013-07-21 14:35:42
Date/Publication: 2013-07-22 10:42:44
Packaged: 2013-07-21 18:20:24 UTC; rforge
NeedsCompilation: no

● Cran Task View: Econometrics, Finance, TimeSeries
● 0 images, 28 functions, 1 datasets
Reverse Depends: 2

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'vars' ...
** package 'vars' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'vars'
    finding HTML links ... done
    A                                       html  
    B                                       html  
    BQ                                      html  
    Canada                                  html  
    Phi                                     html  
    Psi                                     html  
    SVAR                                    html  
    SVEC                                    html  
    VAR                                     html  
    VARselect                               html  
    arch                                    html  
    causality                               html  
    coefficients                            html  
    fanchart                                html  
    fevd                                    html  
    fitted                                  html  
    irf                                     html  
    logLik                                  html  
    normality                               html  
    plot                                    html  
    predict                                 html  
    residuals                               html  
    restrict                                html  
    roots                                   html  
    serial                                  html  
    stability                               html  
    summary                                 html  
    vars-deprecated                         html  
    vec2var                                 html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (vars)
Making 'packages.html' ... done