VAR Modelling
27packages dependsuggested by 19
362.5Kdownloads / year
–test coverage
13/13flavors OK
Overview
About
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
Health
CRAN checks
13OK
Slowest check: 1.7 min · r-oldrel-windows-x86_64
Status changes
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK14 OK2026-03-10
Advisories
Documentation
In release 1.6-1
- Help pages
- 29
- Examples that run
- 89%24 run in a plain check · 3 never run
- Exported functions with examples
- 95%
- Documented parameters
- 94%
- Return-value docs
- 60%
- Help pages citing references
- 7%
Downloads
362.5K
CRAN downloads in the past year
Rank #630 · ~993/day · ~30.2K/mo
Daily download trend is not available in this view yet.
47K30 days
92.8K90 days
362.5K1 year
Also on1.3K r2u5 autocran2.7K conda_forge135 c2d4u
Dependencies
Declared dependencies
4 external dependencies (excludes base and recommended)
Installing vars adds 5 packages (4 with compiled code, 3.7 MB of source tarballs). Heaviest: sandwich 1.4 MB, strucchange 751 KB, zoo 675 KB.
Depends (6)
R >= 2.0.0MASSstrucchangeurcalmtest (>=
0.9-26)sandwich
Imports (1)
methods
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
27direct
14indirect
Depends 7 · Imports 20
Suggested by 19
Show all 46 packagesHide all 46 packages
Depends, Imports or LinkingTo, most downloaded first
ftsaportesfrequencyConnectednesssvarsRMAWGENSAMtoolfuntimestvRegHDTSAbootCTEconCausalVARshrinkmultivarEQUALrepeatconvergenceDFMweakARMAgrangersearchpvarsRGENERATEfdaACFfChangecforecaststarvarstsappECTSVRECTTDNNgrangers
Suggests, most downloaded first
Code & Tests
Datasets
People & History
People (2)
Author, Maintainer since 0.1.0 (2006)
Contributor · added in 1.5-0
Releases (45)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.6-1Latest
- 1.6-02023-12-02 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.5-92023-03-22 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.5-62021-09-17 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.5-32018-08-06 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
Show 56 earlier eventsHide 56 earlier events
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 1.5-22013-07-22 · diff ↗
- 1.5-12013-06-08 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.5-02012-07-26 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.4-92011-11-29 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 1.4-82010-08-27 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.4-72010-03-01 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.4-62009-08-07 · diff ↗
- 1.4-52009-05-04 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 1.4-42009-01-25 · diff ↗
- 1.4-32009-01-11 · diff ↗
- 1.4-22008-12-16 · diff ↗
- 1.4-12008-11-29 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.4-02008-07-11 · diff ↗
- 1.3-82008-05-13 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 1.3-7
- 1.3-62007-11-09 · diff ↗
- 1.3-52007-11-03 · diff ↗
- 1.3-42007-10-12 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 1.3-32007-09-09 · diff ↗
- 1.3-1
- 1.1-92007-08-09 · diff ↗
- 1.1-52007-07-24 · diff ↗
- 0.8-5
- 0.7-72007-06-22 · diff ↗
- 0.7-62007-06-12 · diff ↗
- 0.7-52007-05-22 · diff ↗
- 0.6-5
- 0.5-82007-05-08 · diff ↗
- 0.5-72007-05-01 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 0.5.3
- 0.2.92007-03-09 · diff ↗
- 0.2.72007-01-01 · diff ↗
- 0.2.6
- 0.2.12006-11-05 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 0.1.92006-09-14 · diff ↗
- 0.1.7
- 0.1.5
- 0.1.3
- 0.1.12006-07-26 · diff ↗
- 0.1.02006-07-24
- RR 2.3.0 released · 2006-04-24
0 of 2 selectedCompare selected
Package metadata
- First published
- 2006-07-24
- Total releases
- 45 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.0.0
- Bundled data
- 2.4 KB / 1 file
- Download size
- 84 KB
Appears in task views
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