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Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR/SVEC models. WWW: http://cran.r-project.org/web/packages/vars/
6 lines
250 B
Plaintext
6 lines
250 B
Plaintext
Estimation, lag selection, diagnostic testing, forecasting, causality
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analysis, forecast error variance decomposition and impulse response
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functions of VAR models and estimation of SVAR/SVEC models.
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WWW: http://cran.r-project.org/web/packages/vars/
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