Last data update: 2014.03.03

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vars : VAR Modelling

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

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