vars (Q16680): Difference between revisions
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Swh import (talk | contribs) SWHID from Software Heritage |
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| Property / source code repository: https://github.com/cran/vars / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:c0f1315ed670656908cf767b212c4246884c61c8 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c0f1315ed670656908cf767b212c4246884c61c8 / qualifier | |||||||||||||||
point in time: 25 December 2023
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Latest revision as of 16:10, 21 March 2024
VAR Modelling
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | vars |
VAR Modelling |
Statements
2 December 2023
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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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expanded from: GPL (≥ 2) (English)
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Identifiers
25 December 2023
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