R Observatory: Metrics for panelvar version 0.5.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

panelvar

0.5.6Package record

Panel Vector Autoregression

0packages dependsuggested by 1

11Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Robert FerstlCRAN page ↗

We extend two general methods of moment estimators to panel vector autoregression models (PVAR) with p lags of endogenous variables, predetermined and strictly exogenous variables. This general PVAR model contains the first difference GMM estimator by Holtz-Eakin et al. (1988) doi:10.2307/1913103, Arellano and Bond (1991) doi:10.2307/2297968 and the system GMM estimator by Blundell and Bond (1998) doi:10.1016/S0304-4076(98)00009-8. We also provide specification tests (Hansen overidentification test, lag selection criterion and stability test of the PVAR polynomial) and classical structural analysis for PVAR models such as orthogonal and generalized impulse response functions, bootstrapped confidence intervals for impulse response analysis and forecast error variance decompositions.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("panelvar", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-panelvar

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-panelvar

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-panelvar

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
NOTE12 OK, 1 NOTE2026-06-08
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.5.6

READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 43
Examples that run: 100%16 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 27%
Help pages citing references: 16%

How these are measured

Downloads

11K

CRAN downloads in the past year

Rank #4,143 · ~30/day · ~915/mo

Releases R versions

Daily download trend is not available in this view yet.

64830 days

2.2K90 days

11K1 year

Compare downloads with other packages →

Also on129 r2u7 autocran225 c2d4u

How downloads are counted

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Installing panelvar adds 42 packages (20 with compiled code, 32 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, Rcpp 1.8 MB.

Depends (1)

R >= 3.5

Imports (8)

knitrMASSMatrixprogress matrixcalc texreg ggplot2 reshape2

LinkingTo (0)

none

Suggests (1)

rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 1

Suggests, most downloaded first

valueprhr

How these are counted

Code & Tests

Datasets

People & History

People (2)

Robert Ferstl

Author, Maintainer since 0.5.1 (2018)

Michael Sigmund

Author

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.5.6Latest
record
2024-11-25 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.5.5
record
2023-01-05 · diff ↗
0.5.4
record
2022-10-19 · diff ↗ ·
removed 4 exports
knit_print.pvarfeols, knit_print.pvarhk, knit_print.summary.pvarfeols, knit_print.summary.pvarhk

added 1 export
residuals_level
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.5.3
record
2021-01-27 · diff ↗ ·
added 4 exports
knit_print.pvarfeols, knit_print.pvarhk, knit_print.summary.pvarfeols, knit_print.summary.pvarhk
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
0.5.2
record
2019-01-22 · diff ↗ ·
removed 2 exports
knit_print.pvargmm, knit_print.summary.pvargmm
R
R 3.5.0 released · 2018-04-23
0.5.1
record
2018-04-03
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2018-04-03
Total releases: 6 / 8 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 1.7 MB / 8 files
Download size: 1.8 MB

Appears in task views

Econometrics

Cite

Cite this package

Run in R for the authors' entry:

citation("panelvar")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1016/j.qref.2019.01.001.

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for panelvar version 0.5.6 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →