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.
Install package and any missing dependencies by running this line in your R console:
|Depends||R (>= 2.0.0), MASS, strucchange, urca(>=1.1-6), lmtest(>=0.9-26), sandwich(>=2.2-4)|
MRAN could not find a CRAN package by this name.
Would you like to start a new search?