{
  "_id": "6a363d823efcd9bda43fafec",
  "Package": "vars",
  "Type": "Package",
  "Title": "VAR Modelling",
  "Version": "1.6-1",
  "Date": "2024-03-20",
  "Authors@R": "c(person(\"Bernhard\", \"Pfaff\", email = \"bernhard@pfaffikus.de\", role = c(\"aut\", \"cre\")), person(\"Matthieu\", \"Stigler\", role = \"ctb\"))",
  "LazyLoad": "yes",
  "Description": "Estimation, lag selection, diagnostic testing,\nforecasting, causality analysis, forecast error variance\ndecomposition and impulse response functions of VAR models and\nestimation of SVAR and SVEC models.",
  "License": "GPL (>= 2)",
  "URL": "https://www.pfaffikus.de",
  "Author": "Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb]",
  "Maintainer": "Bernhard Pfaff <bernhard@pfaffikus.de>",
  "LazyData": "true",
  "Repository/R-Forge/Project": "vars",
  "Repository/R-Forge/Revision": "99",
  "Repository/R-Forge/DateTimeStamp": "2013-07-21 14:35:42",
  "Packaged": {
    "Date": "2026-06-20 07:10:10 UTC",
    "User": "root"
  },
  "NeedsCompilation": "no",
  "Repository": "https://bpfaff.r-universe.dev",
  "Date/Publication": "2024-03-22 02:32:59 UTC",
  "RemoteUrl": "https://github.com/cran/vars",
  "RemoteRef": "HEAD",
  "RemoteSha": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
  "MD5sum": "6394f42cf38d39beb6e772c14d19cd5e",
  "_user": "bpfaff",
  "_type": "src",
  "_file": "vars_1.6-1.tar.gz",
  "_fileid": "f9f05e6686a54591cf4daec0970740ac5ac7d6d04962a7d9a0277a078335ffa9",
  "_filesize": 452759,
  "_sha256": "f9f05e6686a54591cf4daec0970740ac5ac7d6d04962a7d9a0277a078335ffa9",
  "_created": "2026-06-20T07:10:10.000Z",
  "_published": "2026-06-20T07:13:06.103Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 82464444272,
      "time": 109,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7763115146"
    },
    {
      "job": 82464444281,
      "time": 139,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7763118314"
    },
    {
      "job": 82464444273,
      "time": 74,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7763111144"
    },
    {
      "job": 82464444264,
      "time": 117,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7763115966"
    },
    {
      "job": 82464288192,
      "time": 143,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7763102460"
    },
    {
      "job": 82464444263,
      "time": 94,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7763113621"
    },
    {
      "job": 82464444283,
      "time": 103,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7763114426"
    },
    {
      "job": 82464444261,
      "time": 79,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7763111793"
    },
    {
      "job": 82464444267,
      "time": 77,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7763111568"
    }
  ],
  "_buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/vars",
  "_commit": {
    "id": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
    "author": "Bernhard Pfaff <bernhard@pfaffikus.de>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 1.6-1\n",
    "time": 1711074779
  },
  "_maintainer": {
    "name": "Bernhard Pfaff",
    "email": "bernhard@pfaffikus.de",
    "login": "bpfaff",
    "description": "",
    "uuid": 10076912
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.0.0",
      "role": "Depends"
    },
    {
      "package": "MASS",
      "role": "Depends"
    },
    {
      "package": "strucchange",
      "role": "Depends"
    },
    {
      "package": "urca",
      "version": ">= 1.1-6",
      "role": "Depends"
    },
    {
      "package": "lmtest",
      "version": ">= 0.9-26",
      "role": "Depends"
    },
    {
      "package": "sandwich",
      "version": ">= 2.2-4",
      "role": "Depends"
    },
    {
      "package": "methods",
      "role": "Imports"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 47,
  "_updates": [],
  "_tags": [],
  "_stars": 7,
  "_contributors": [
    {
      "user": "bpfaff",
      "count": 45,
      "uuid": 10076912
    }
  ],
  "_userbio": {
    "uuid": 10076912,
    "type": "user",
    "name": "Bernhard Pfaff",
    "followers": 139
  },
  "_downloads": {
    "count": 31354,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/vars"
  },
  "_mentions": 14,
  "_searchresults": 4080,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/vars.html",
    "manual.pdf"
  ],
  "_realowner": "bpfaff",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2006-07-24"
    },
    {
      "version": "0.1.1",
      "date": "2006-07-26"
    },
    {
      "version": "0.1.3",
      "date": "2006-08-03"
    },
    {
      "version": "0.1.5",
      "date": "2006-08-30"
    },
    {
      "version": "0.1.7",
      "date": "2006-09-07"
    },
    {
      "version": "0.1.9",
      "date": "2006-09-14"
    },
    {
      "version": "0.2.1",
      "date": "2006-11-05"
    },
    {
      "version": "0.2.6",
      "date": "2006-12-10"
    },
    {
      "version": "0.2.7",
      "date": "2007-01-01"
    },
    {
      "version": "0.2.9",
      "date": "2007-03-09"
    },
    {
      "version": "0.5.3",
      "date": "2007-03-29"
    },
    {
      "version": "0.5-7",
      "date": "2007-05-01"
    },
    {
      "version": "0.5-8",
      "date": "2007-05-08"
    },
    {
      "version": "0.6-5",
      "date": "2007-05-17"
    },
    {
      "version": "0.7-5",
      "date": "2007-05-22"
    },
    {
      "version": "0.7-6",
      "date": "2007-06-12"
    },
    {
      "version": "0.7-7",
      "date": "2007-06-22"
    },
    {
      "version": "0.8-5",
      "date": "2007-07-18"
    },
    {
      "version": "1.1-5",
      "date": "2007-07-24"
    },
    {
      "version": "1.1-9",
      "date": "2007-08-09"
    },
    {
      "version": "1.3-1",
      "date": "2007-08-25"
    },
    {
      "version": "1.3-3",
      "date": "2007-09-09"
    },
    {
      "version": "1.3-4",
      "date": "2007-10-12"
    },
    {
      "version": "1.3-5",
      "date": "2007-11-03"
    },
    {
      "version": "1.3-6",
      "date": "2007-11-09"
    },
    {
      "version": "1.3-7",
      "date": "2008-02-12"
    },
    {
      "version": "1.3-8",
      "date": "2008-05-13"
    },
    {
      "version": "1.4-0",
      "date": "2008-07-11"
    },
    {
      "version": "1.4-1",
      "date": "2008-11-29"
    },
    {
      "version": "1.4-2",
      "date": "2008-12-16"
    },
    {
      "version": "1.4-3",
      "date": "2009-01-11"
    },
    {
      "version": "1.4-4",
      "date": "2009-01-25"
    },
    {
      "version": "1.4-5",
      "date": "2009-05-04"
    },
    {
      "version": "1.4-6",
      "date": "2009-08-07"
    },
    {
      "version": "1.4-7",
      "date": "2010-03-01"
    },
    {
      "version": "1.4-8",
      "date": "2010-08-27"
    },
    {
      "version": "1.4-9",
      "date": "2011-11-29"
    },
    {
      "version": "1.5-0",
      "date": "2012-07-26"
    },
    {
      "version": "1.5-1",
      "date": "2013-06-08"
    },
    {
      "version": "1.5-2",
      "date": "2013-07-22"
    },
    {
      "version": "1.5-3",
      "date": "2018-08-06"
    },
    {
      "version": "1.5-6",
      "date": "2021-09-17"
    },
    {
      "version": "1.5-9",
      "date": "2023-03-22"
    },
    {
      "version": "1.6-0",
      "date": "2023-12-02"
    },
    {
      "version": "1.6-1",
      "date": "2024-03-21"
    }
  ],
  "_exports": [
    "A",
    "Acoef",
    "arch",
    "arch.test",
    "B",
    "Bcoef",
    "BQ",
    "causality",
    "fanchart",
    "fevd",
    "irf",
    "normality",
    "normality.test",
    "Phi",
    "Psi",
    "restrict",
    "roots",
    "serial",
    "serial.test",
    "stability",
    "SVAR",
    "SVEC",
    "VAR",
    "VARselect",
    "vec2var"
  ],
  "_datasets": [
    {
      "name": "Canada",
      "title": "Canada: Macroeconomic time series",
      "object": "Canada",
      "class": [
        "mts",
        "ts"
      ],
      "fields": [
        "e",
        "prod",
        "rw",
        "U"
      ],
      "rows": 84,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "A",
      "title": "Coefficient matrices of the lagged endogenous variables",
      "topics": [
        "A-deprecated",
        "Acoef"
      ]
    },
    {
      "page": "arch",
      "title": "ARCH-LM test",
      "concept": [
        "VAR",
        "VECM",
        "Vector autoregressive model",
        "ARCH",
        "Heteroskedasticity",
        "Autoregressive Conditional Heteroskedasticity"
      ],
      "topics": [
        "arch-deprecated",
        "arch.test",
        "print.varcheck"
      ]
    },
    {
      "page": "B",
      "title": "Coefficient matrix of an estimated VAR(p)",
      "topics": [
        "B-deprecated",
        "Bcoef"
      ]
    },
    {
      "page": "BQ",
      "title": "Estimates a Blanchard-Quah type SVAR",
      "concept": [
        "SVAR",
        "Structural VAR",
        "Structural Vector Autoregressive",
        "Blanchard-Quah"
      ],
      "topics": [
        "BQ"
      ]
    },
    {
      "page": "Canada",
      "title": "Canada: Macroeconomic time series",
      "topics": [
        "Canada"
      ]
    },
    {
      "page": "causality",
      "title": "Causality Analysis",
      "concept": [
        "VAR",
        "Vector autoregressive model",
        "Causality",
        "Granger Causality",
        "Instantaneous Causality"
      ],
      "topics": [
        "causality"
      ]
    },
    {
      "page": "coefficients",
      "title": "Coefficient method for objects of class varest",
      "topics": [
        "coef",
        "coef.varest",
        "coefficients"
      ]
    },
    {
      "page": "fanchart",
      "title": "Fanchart plot for objects of class varprd",
      "concept": [
        "Fanchart"
      ],
      "topics": [
        "fanchart"
      ]
    },
    {
      "page": "fevd",
      "title": "Forecast Error Variance Decomposition",
      "concept": [
        "VAR",
        "Vector autoregressive model",
        "fevd",
        "forecast error variance decomposition",
        "VECM"
      ],
      "topics": [
        "fevd",
        "fevd.svarest",
        "fevd.svecest",
        "fevd.varest",
        "fevd.vec2var",
        "print.varfevd"
      ]
    },
    {
      "page": "fitted",
      "title": "Fit method for objects of class varest or vec2var",
      "topics": [
        "fitted",
        "fitted.values",
        "fitted.varest",
        "fitted.vec2var"
      ]
    },
    {
      "page": "irf",
      "title": "Impulse response function",
      "concept": [
        "VAR",
        "SVAR",
        "Vector autoregressive model",
        "Structural vector autoregressive model",
        "irf",
        "impulse response function",
        "VECM"
      ],
      "topics": [
        "irf",
        "irf.svarest",
        "irf.svecest",
        "irf.varest",
        "irf.vec2var",
        "print.varirf"
      ]
    },
    {
      "page": "logLik",
      "title": "Log-Likelihood method",
      "concept": [
        "VAR",
        "SVAR",
        "VECM",
        "SVECM",
        "Vector autoregressive",
        "logLik"
      ],
      "topics": [
        "logLik",
        "logLik.svarest",
        "logLik.svecest",
        "logLik.varest",
        "logLik.vec2var"
      ]
    },
    {
      "page": "normality",
      "title": "Normality, multivariate skewness and kurtosis test",
      "concept": [
        "VAR",
        "VECM",
        "Vector autoregressive model",
        "Jarque-Bera",
        "Skewness",
        "Kurtosis",
        "Normality"
      ],
      "topics": [
        "normality-deprecated",
        "normality.test"
      ]
    },
    {
      "page": "Phi",
      "title": "Coefficient matrices of the MA represention",
      "concept": [
        "VAR",
        "Vector autoregressive",
        "Moving Average Representation",
        "Impulse Response Function",
        "Impulse Responses",
        "VECM"
      ],
      "topics": [
        "Phi",
        "Phi.svarest",
        "Phi.svecest",
        "Phi.varest",
        "Phi.vec2var"
      ]
    },
    {
      "page": "plot",
      "title": "Plot methods for objects in vars",
      "topics": [
        "plot.varcheck",
        "plot.varest",
        "plot.varfevd",
        "plot.varirf",
        "plot.varprd",
        "plot.varstabil",
        "plot.vec2var"
      ]
    },
    {
      "page": "predict",
      "title": "Predict method for objects of class varest and vec2var",
      "concept": [
        "VAR",
        "VECM",
        "Vector autoregressive",
        "Forecasts of VAR",
        "Prediction of VAR"
      ],
      "topics": [
        "predict",
        "predict.varest",
        "predict.vec2var",
        "print.varprd"
      ]
    },
    {
      "page": "Psi",
      "title": "Coefficient matrices of the orthogonalised MA represention",
      "concept": [
        "VAR",
        "Vector autoregressive",
        "Moving Average Representation",
        "Orthogonalised Impulse Responses",
        "Impulse Response Function",
        "Impulse Responses",
        "VECM"
      ],
      "topics": [
        "Psi",
        "Psi.varest",
        "Psi.vec2var"
      ]
    },
    {
      "page": "residuals",
      "title": "Residuals method for objects of class varest and vec2var",
      "topics": [
        "resid",
        "residuals",
        "residuals.varest",
        "residuals.vec2var"
      ]
    },
    {
      "page": "restrict",
      "title": "Restricted VAR",
      "concept": [
        "VAR",
        "restricted VAR",
        "Vector autoregressive model"
      ],
      "topics": [
        "restrict"
      ]
    },
    {
      "page": "roots",
      "title": "Eigenvalues of the companion coefficient matrix of a VAR(p)-process",
      "topics": [
        "roots"
      ]
    },
    {
      "page": "serial",
      "title": "Test for serially correlated errors",
      "concept": [
        "VAR",
        "VECM",
        "Vector autoregressive model",
        "Portmanteau",
        "Breusch Godfrey",
        "Serial Correlation",
        "Serially correlated errors"
      ],
      "topics": [
        "serial-deprecated",
        "serial.test"
      ]
    },
    {
      "page": "stability",
      "title": "Structural stability of a VAR(p)",
      "concept": [
        "VAR",
        "Vector autoregressive model",
        "Structural Stability",
        "efp",
        "Empirical Fluctuation Process"
      ],
      "topics": [
        "print.varstabil",
        "stability",
        "stability.default",
        "stability.varest"
      ]
    },
    {
      "page": "summary",
      "title": "Summary method for objects of class varest, svarest and svecest",
      "topics": [
        "print.svarsum",
        "print.svecsum",
        "print.varsum",
        "summary",
        "summary.svarest",
        "summary.svecest",
        "summary.varest"
      ]
    },
    {
      "page": "SVAR",
      "title": "Estimation of a SVAR",
      "concept": [
        "SVAR",
        "Structural VAR",
        "Structural Vector Autoregressive",
        "A-model",
        "B-model",
        "AB-model"
      ],
      "topics": [
        "print.svarest",
        "SVAR"
      ]
    },
    {
      "page": "SVEC",
      "title": "Estimation of a SVEC",
      "concept": [
        "SVEC",
        "SVECM",
        "Structural VECM",
        "Structural Vector Error Correction Model",
        "B-model"
      ],
      "topics": [
        "print.svecest",
        "SVEC"
      ]
    },
    {
      "page": "VAR",
      "title": "Estimation of a VAR(p)",
      "concept": [
        "VAR",
        "Vector autoregressive model"
      ],
      "topics": [
        "print.varest",
        "VAR"
      ]
    },
    {
      "page": "vars-deprecated",
      "title": "Deprecated Functions in package vars",
      "topics": [
        "A",
        "arch",
        "B",
        "normality",
        "serial",
        "vars-deprecated"
      ]
    },
    {
      "page": "VARselect",
      "title": "Information criteria and FPE for different VAR(p)",
      "concept": [
        "VAR",
        "Vector autoregressive model",
        "Information criteria",
        "Final Prediction Error",
        "Akaike",
        "Hannan-Quinn",
        "Schwarz"
      ],
      "topics": [
        "VARselect"
      ]
    },
    {
      "page": "vec2var",
      "title": "Transform a VECM to VAR in levels",
      "concept": [
        "VAR",
        "Vector autoregressive model",
        "VECM"
      ],
      "topics": [
        "print.vec2var",
        "vec2var"
      ]
    }
  ],
  "_rundeps": [
    "lattice",
    "lmtest",
    "MASS",
    "nlme",
    "sandwich",
    "strucchange",
    "urca",
    "zoo"
  ],
  "_score": 9.101270269765559,
  "_indexed": true,
  "_nocasepkg": "vars",
  "_universes": [
    "bpfaff"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.6-1",
      "date": "2026-06-20T07:12:04.000Z",
      "distro": "noble",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "232004122e059fb9b3c2743983fbbed08f0ab086a561053558e683238078ec7e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.6-1",
      "date": "2026-06-20T07:12:30.000Z",
      "distro": "noble",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "e1932a2d6126ff99f19cf59a8339ec2828d3ec6b594984840e0631f199f7d6d8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.6-1",
      "date": "2026-06-20T07:11:34.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "1310d7873de193027bcfa071ffb3fb56acf05ca185c9f3f7311bf3641302785f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.6-1",
      "date": "2026-06-20T07:12:11.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "5681126cfa426fc274777b8a35c0f2ba88800ed71e052d56d298b6d539c666b4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.6-1",
      "date": "2026-06-20T07:12:09.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "21f730d0a7039d5b5d5175f702ca495bd05d998946d6da6f93567a736384d0ee",
      "status": "success",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.6-1",
      "date": "2026-06-20T07:11:49.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "66fde4e5d9ba707307ac1e11f452c1d2b067c9d183282f770bea39297bb9b717",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.6-1",
      "date": "2026-06-20T07:11:24.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "a60ef66115787d0762289ec3e5cb6705155cbbe1ceef77ea0ff0cf4a48c6c80d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "1.6-1",
      "date": "2026-06-20T07:11:21.000Z",
      "commit": "593f875399eaf4733fdcfe0ab294bf99fba84c7e",
      "fileid": "d32b6cc3a419546abacf8e5453f07e750d88804843cfaa07ac01afc15f84bcb7",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/bpfaff/actions/runs/27863791093"
    }
  ]
}