Last data update: 2014.03.03
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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
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
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