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vars

VAR Modelling

v1.6-1 · Mar 21, 2024 · GPL (>= 2)
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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

14 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-macos-arm64 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 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (45)

depends

ECTSVR ECTTDNN GVARX RMAWGEN frequencyConnectedness svars tsapp

imports

EQUALrepeat EconCausal HDTSA RGENERATE SAMtool VARshrink bootCT cforecast convergenceDFM fChange fdaACF ftsa funtimes grangers grangersearch multivar portes pvars starvars tsDyn tvReg weakARMA

suggests

AER BVAR FAVAR LambertW RTransferEntropy VARtests bivarhr broom bruceR collapse dfms dsem fpp2 ggfortify lpirfs valueprhr

Dependency Network

Dependencies Reverse dependencies MASS strucchange urca lmtest (>= 0.9-26) sandwich ECTSVR ECTTDNN GVARX RMAWGEN frequencyConnectedness svars tsapp EQUALrepeat EconCausal HDTSA RGENERATE SAMtool VARshrink bootCT cforecast +30 more reverse deps vars

Version History

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
updated 1.4-3 ← 1.4-2 diff Jan 10, 2009
updated 1.4-2 ← 1.4-1 diff Dec 15, 2008
updated 1.4-1 ← 1.4-0 diff Nov 28, 2008
updated 1.4-0 ← 1.3-8 diff Jul 10, 2008
updated 1.3-8 ← 1.3-7 diff May 12, 2008