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GVARX

Perform Global Vector Autoregression Estimation and Inference

v1.4 · Jan 29, 2023 · GPL (>= 2)

Description

Light procedures for learning Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) <DOI:10.1198/073500104000000019> and Dees, di Mauro, Pesaran and Smith (2007) <DOI:10.1002/jae.932>.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Ho Tsung-wu <tsungwu@ntnu.edu.tw>’

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  Authors@R: person(given = "Ho",
                    family = "Tsung-wu",
                    role = c("aut", "cre"),
                    email = "tsungwu@ntnu.edu.tw")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ho Tsung-wu <tsungwu@ntnu.edu.tw>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Ho",
                    family = "Tsung-wu",
                    role = c("aut", "cre"),
                    email = "tsungwu@ntnu.edu.tw")
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Ho Tsung-wu <tsungwu@ntnu.edu.tw>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Ho",
                    family = "Tsung-wu",
                    role = c("aut", "cre"),
                    email = "tsungwu@ntnu.edu.tw")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ho Tsung-wu <tsungwu@ntnu.edu.tw>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Ho",
                    family = "Tsung-wu",
                    role = c("aut", "cre"),
                    email = "tsungwu@ntnu.edu.tw")
as necessary.

Dependency Network

Dependencies Reverse dependencies vars xts lmtest lubridate sandwich strucchange tsDyn urca GVARX

Version History

new 1.4 Mar 10, 2026
updated 1.4 ← 1.3 diff Jan 29, 2023
updated 1.3 ← 1.2 diff Feb 16, 2020
updated 1.2 ← 1.1 diff Dec 19, 2019
new 1.1 Feb 7, 2019