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This package was removed from CRAN on 2019-12-21. Its history is shown below.
Reason: check problems were not corrected in time
Details below reflect version 1.0-4, its last release before removal.

autovarCore

1.0-4

Automated Vector Autoregression Models and Networks

0packages depend
downloads / year
test coverage
checks pass

Overview

About
Maintained by Ando Emerencia3 releasesCRAN page ↗

Automatically find the best vector autoregression models and networks for a given time series data set. 'AutovarCore' evaluates eight kinds of models: models with and without log transforming the data, lag 1 and lag 2 models, and models with and without weekday dummy variables. For each of these 8 model configurations, 'AutovarCore' evaluates all possible combinations for including outlier dummies (at 2.5x the standard deviation of the residuals) and retains the best model. Model evaluation includes the Eigenvalue stability test and a configurable set of residual tests. These eight models are further reduced to four models because 'AutovarCore' determines whether adding weekday dummies improves the model fit.

Install

Health

CRAN checks

CRAN check results are not tracked yet.

Code health
Yes
Tests · ratio 2.15
not tracked
Coverage
100%
Documentation · exports
7
Dependencies · direct

Documentation

Documentation
READMEYes · 473 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
92%
Documented parameters
90%
Return-value docs
100%
References docs
3%

Downloads

autovarCore
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Also on83 c2d4u

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)
Depends (0)
none
Imports (7)
LinkingTo (1)
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.0.0 released · 2020-04-24
  • archivedRemoved from CRAN
    2019-12-21
    check problems were not corrected in time
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0-4
    2018-06-04 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 1.0-2
    2018-01-29 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0-0
    2015-06-29
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

Total releases
3
License
MIT + file LICENSE OSI
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("autovarCore")
Emerencia, A. (n.d.). autovarCore: Automated Vector Autoregression Models and Networks (Version 1.0-4) [Computer software]. Retrieved August 15, 2026, from https://CRAN.R-project.org/package=autovarCore

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for autovarCore version 1.0-4 [Data set]. HJJB, LLC. Data release v2026-08-15. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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