vars (Q16680): Difference between revisions
From MaRDI portal
Set profile property. |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| (4 intermediate revisions by 3 users not shown) | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
| Property / depends on software: R / qualifier | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 2.0.0 | |||||||||||||||
| Property / source code repository | |||||||||||||||
| Property / source code repository: https://github.com/cran/vars / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c0f1315ed670656908cf767b212c4246884c61c8 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c0f1315ed670656908cf767b212c4246884c61c8 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c0f1315ed670656908cf767b212c4246884c61c8 / qualifier | |||||||||||||||
point in time: 25 December 2023
| |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
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
0 references
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.
0 references
expanded from: GPL (≥ 2) (English)
0 references
Identifiers
25 December 2023
0 references
