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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

none known

Documentation

In release 1.6-1
READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsiteYes
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
Compare downloads with other packages →
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.

Imports (1)
methods
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none

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.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.6-1Latest
    record
    2024-03-21 · current release · diff ↗
  • 1.6-0
    record
    2023-12-02 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.5-9
    record
    2023-03-22 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.5-6
    record
    2021-09-17 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 1.5-3
    record
    2018-08-06 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
Show 56 earlier eventsHide 56 earlier events

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

Cite

Cite this package

Run in R for the authors' entry:

citation("vars")

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

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 vars version 1.6-1 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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