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vars

VAR Modelling

v1.6-1 · Mar 21, 2024 · GPL (>= 2)

Description

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.

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CRAN Check Status

13 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc 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
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
WARNING r-devel-linux-x86_64-debian-gcc

for unstated dependencies in examples

Warning in file(out, "wt") :
  cannot open file '/tmp/RtmpSWbYyy/file3194a77654d651/B.R': No space left on device
Error in file(out, "wt") : cannot open the connection
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (47)

Dependency Network

Dependencies Reverse dependencies MASS strucchange urca lmtest (>= 0.9-26) sandwich ECTSVR ECTTDNN GVARX RMAWGEN VARshrink frequencyConnectedness svars tsapp EQUALrepeat EconCausal HDTSA RGENERATE SAMtool bootCT cforecast +32 more reverse deps vars

Version History

46 tracked
new 1.6-1 Mar 10, 2026
updated 1.6-1 ← 1.6-0 diff Mar 20, 2024
updated 1.6-0 ← 1.5-9 diff Dec 1, 2023
updated 1.5-9 ← 1.5-6 diff Mar 21, 2023
updated 1.5-6 ← 1.5-3 diff Sep 16, 2021
updated 1.5-3 ← 1.5-2 diff Aug 5, 2018
updated 1.5-2 ← 1.5-1 diff Jul 21, 2013
updated 1.5-1 ← 1.5-0 diff Jun 7, 2013
updated 1.5-0 ← 1.4-9 diff Jul 25, 2012
updated 1.4-9 ← 1.4-8 diff Nov 28, 2011
updated 1.4-8 ← 1.4-7 diff Aug 26, 2010
updated 1.4-7 ← 1.4-6 diff Feb 28, 2010
updated 1.4-6 ← 1.4-5 diff Aug 6, 2009
updated 1.4-5 ← 1.4-4 diff May 3, 2009
updated 1.4-4 ← 1.4-3 diff Jan 24, 2009