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"))
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>=
        0.9-26), sandwich (>= 2.2-4)
Imports: methods
LazyLoad: yes
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.
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: 2026-06-20 07:10:10 UTC; 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