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Property / last update
22 March 2023
Timestamp+2023-03-22T00:00:00Z
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Property / last update: 22 March 2023 / rank
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Property / software version identifier
 
0.1.0
Property / software version identifier: 0.1.0 / rank
 
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Property / software version identifier: 0.1.0 / qualifier
 
publication date: 24 July 2006
Timestamp+2006-07-24T00:00:00Z
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0.1.1
Property / software version identifier: 0.1.1 / rank
 
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publication date: 26 July 2006
Timestamp+2006-07-26T00:00:00Z
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0.1.3
Property / software version identifier: 0.1.3 / rank
 
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Property / software version identifier: 0.1.3 / qualifier
 
publication date: 3 August 2006
Timestamp+2006-08-03T00:00:00Z
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0.1.5
Property / software version identifier: 0.1.5 / rank
 
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publication date: 30 August 2006
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0.1.7
Property / software version identifier: 0.1.7 / rank
 
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Property / software version identifier: 0.1.7 / qualifier
 
publication date: 7 September 2006
Timestamp+2006-09-07T00:00:00Z
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0.1.9
Property / software version identifier: 0.1.9 / rank
 
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Property / software version identifier: 0.1.9 / qualifier
 
publication date: 14 September 2006
Timestamp+2006-09-14T00:00:00Z
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0.2.1
Property / software version identifier: 0.2.1 / rank
 
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Property / software version identifier: 0.2.1 / qualifier
 
publication date: 5 November 2006
Timestamp+2006-11-05T00:00:00Z
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0.2.6
Property / software version identifier: 0.2.6 / rank
 
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publication date: 10 December 2006
Timestamp+2006-12-10T00:00:00Z
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0.2.7
Property / software version identifier: 0.2.7 / rank
 
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Property / software version identifier: 0.2.7 / qualifier
 
publication date: 1 January 2007
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0.2.9
Property / software version identifier: 0.2.9 / rank
 
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Property / software version identifier: 0.2.9 / qualifier
 
publication date: 9 March 2007
Timestamp+2007-03-09T00:00:00Z
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0.5-7
Property / software version identifier: 0.5-7 / rank
 
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Property / software version identifier: 0.5-7 / qualifier
 
publication date: 1 May 2007
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Property / software version identifier
 
0.5-8
Property / software version identifier: 0.5-8 / rank
 
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Property / software version identifier: 0.5-8 / qualifier
 
publication date: 8 May 2007
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0.5.3
Property / software version identifier: 0.5.3 / rank
 
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Property / software version identifier: 0.5.3 / qualifier
 
publication date: 29 March 2007
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0.6-5
Property / software version identifier: 0.6-5 / rank
 
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Property / software version identifier: 0.6-5 / qualifier
 
publication date: 17 May 2007
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Property / software version identifier
 
0.7-5
Property / software version identifier: 0.7-5 / rank
 
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publication date: 22 May 2007
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0.7-6
Property / software version identifier: 0.7-6 / rank
 
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Property / software version identifier: 0.7-6 / qualifier
 
publication date: 12 June 2007
Timestamp+2007-06-12T00:00:00Z
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Property / software version identifier
 
0.7-7
Property / software version identifier: 0.7-7 / rank
 
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Property / software version identifier: 0.7-7 / qualifier
 
publication date: 22 June 2007
Timestamp+2007-06-22T00:00:00Z
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Property / software version identifier
 
0.8-5
Property / software version identifier: 0.8-5 / rank
 
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Property / software version identifier: 0.8-5 / qualifier
 
publication date: 18 July 2007
Timestamp+2007-07-18T00:00:00Z
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Property / software version identifier
 
1.1-5
Property / software version identifier: 1.1-5 / rank
 
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Property / software version identifier: 1.1-5 / qualifier
 
publication date: 24 July 2007
Timestamp+2007-07-24T00:00:00Z
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Property / software version identifier
 
1.1-9
Property / software version identifier: 1.1-9 / rank
 
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Property / software version identifier: 1.1-9 / qualifier
 
publication date: 9 August 2007
Timestamp+2007-08-09T00:00:00Z
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Property / software version identifier
 
1.3-1
Property / software version identifier: 1.3-1 / rank
 
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Property / software version identifier: 1.3-1 / qualifier
 
publication date: 25 August 2007
Timestamp+2007-08-25T00:00:00Z
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Property / software version identifier
 
1.3-3
Property / software version identifier: 1.3-3 / rank
 
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Property / software version identifier: 1.3-3 / qualifier
 
publication date: 9 September 2007
Timestamp+2007-09-09T00:00:00Z
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Property / software version identifier
 
1.3-4
Property / software version identifier: 1.3-4 / rank
 
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Property / software version identifier: 1.3-4 / qualifier
 
publication date: 12 October 2007
Timestamp+2007-10-12T00:00:00Z
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Property / software version identifier
 
1.3-5
Property / software version identifier: 1.3-5 / rank
 
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Property / software version identifier: 1.3-5 / qualifier
 
publication date: 3 November 2007
Timestamp+2007-11-03T00:00:00Z
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Property / software version identifier
 
1.3-6
Property / software version identifier: 1.3-6 / rank
 
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Property / software version identifier: 1.3-6 / qualifier
 
publication date: 9 November 2007
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Property / software version identifier
 
1.3-7
Property / software version identifier: 1.3-7 / rank
 
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Property / software version identifier: 1.3-7 / qualifier
 
publication date: 12 February 2008
Timestamp+2008-02-12T00:00:00Z
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Property / software version identifier
 
1.3-8
Property / software version identifier: 1.3-8 / rank
 
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Property / software version identifier: 1.3-8 / qualifier
 
publication date: 13 May 2008
Timestamp+2008-05-13T00:00:00Z
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Property / software version identifier
 
1.4-0
Property / software version identifier: 1.4-0 / rank
 
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Property / software version identifier: 1.4-0 / qualifier
 
publication date: 11 July 2008
Timestamp+2008-07-11T00:00:00Z
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Property / software version identifier
 
1.4-1
Property / software version identifier: 1.4-1 / rank
 
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Property / software version identifier: 1.4-1 / qualifier
 
publication date: 29 November 2008
Timestamp+2008-11-29T00:00:00Z
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Property / software version identifier
 
1.4-2
Property / software version identifier: 1.4-2 / rank
 
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Property / software version identifier: 1.4-2 / qualifier
 
publication date: 16 December 2008
Timestamp+2008-12-16T00:00:00Z
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Property / software version identifier
 
1.4-3
Property / software version identifier: 1.4-3 / rank
 
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Property / software version identifier: 1.4-3 / qualifier
 
publication date: 11 January 2009
Timestamp+2009-01-11T00:00:00Z
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Property / software version identifier
 
1.4-4
Property / software version identifier: 1.4-4 / rank
 
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Property / software version identifier: 1.4-4 / qualifier
 
publication date: 25 January 2009
Timestamp+2009-01-25T00:00:00Z
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Property / software version identifier
 
1.4-5
Property / software version identifier: 1.4-5 / rank
 
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Property / software version identifier: 1.4-5 / qualifier
 
publication date: 4 May 2009
Timestamp+2009-05-04T00:00:00Z
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Property / software version identifier
 
1.4-6
Property / software version identifier: 1.4-6 / rank
 
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Property / software version identifier: 1.4-6 / qualifier
 
publication date: 7 August 2009
Timestamp+2009-08-07T00:00:00Z
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Property / software version identifier
 
1.4-7
Property / software version identifier: 1.4-7 / rank
 
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Property / software version identifier: 1.4-7 / qualifier
 
publication date: 1 March 2010
Timestamp+2010-03-01T00:00:00Z
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Property / software version identifier
 
1.4-8
Property / software version identifier: 1.4-8 / rank
 
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Property / software version identifier: 1.4-8 / qualifier
 
publication date: 27 August 2010
Timestamp+2010-08-27T00:00:00Z
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Property / software version identifier
 
1.4-9
Property / software version identifier: 1.4-9 / rank
 
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Property / software version identifier: 1.4-9 / qualifier
 
publication date: 29 November 2011
Timestamp+2011-11-29T00:00:00Z
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Property / software version identifier
 
1.5-0
Property / software version identifier: 1.5-0 / rank
 
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Property / software version identifier: 1.5-0 / qualifier
 
publication date: 26 July 2012
Timestamp+2012-07-26T00:00:00Z
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Property / software version identifier
 
1.5-1
Property / software version identifier: 1.5-1 / rank
 
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Property / software version identifier: 1.5-1 / qualifier
 
publication date: 8 June 2013
Timestamp+2013-06-08T00:00:00Z
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Property / software version identifier
 
1.5-2
Property / software version identifier: 1.5-2 / rank
 
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Property / software version identifier: 1.5-2 / qualifier
 
publication date: 22 July 2013
Timestamp+2013-07-22T00:00:00Z
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Property / software version identifier
 
1.5-3
Property / software version identifier: 1.5-3 / rank
 
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Property / software version identifier: 1.5-3 / qualifier
 
publication date: 6 August 2018
Timestamp+2018-08-06T00:00:00Z
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Property / software version identifier
 
1.5-6
Property / software version identifier: 1.5-6 / rank
 
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Property / software version identifier: 1.5-6 / qualifier
 
publication date: 17 September 2021
Timestamp+2021-09-17T00:00:00Z
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Property / software version identifier
 
1.6-0
Property / software version identifier: 1.6-0 / rank
 
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Property / software version identifier: 1.6-0 / qualifier
 
publication date: 2 December 2023
Timestamp+2023-12-02T00:00:00Z
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Property / last update
 
2 December 2023
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Property / last update: 2 December 2023 / rank
 
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Property / 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.
Property / 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. / rank
 
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Property / author
 
Property / author: Bernhard Pfaff / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
 
edition/version: expanded from: GPL (≥ 2) (English)
Property / depends on software
 
Property / depends on software: R / rank
 
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Property / depends on software: R / qualifier
 
Property / depends on software
 
Property / depends on software: MASS / rank
 
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Property / depends on software
 
Property / depends on software: strucchange / rank
 
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Property / depends on software
 
Property / depends on software: urca / rank
 
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Property / depends on software: urca / qualifier
 
Property / depends on software
 
Property / depends on software: lmtest / rank
 
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Property / depends on software: lmtest / qualifier
 
Property / depends on software
 
Property / depends on software: sandwich / rank
 
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Property / depends on software: sandwich / qualifier
 
Property / imports
 
Property / imports: methods / rank
 
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Revision as of 13:53, 28 February 2024

VAR Modelling
Language Label Description Also known as
English
vars
VAR Modelling

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.5-9
    publication date
    22 March 2023
    0 references
    0.1.0
    publication date
    24 July 2006
    0 references
    0.1.1
    publication date
    26 July 2006
    0 references
    0.1.3
    publication date
    3 August 2006
    0 references
    0.1.5
    publication date
    30 August 2006
    0 references
    0.1.7
    publication date
    7 September 2006
    0 references
    0.1.9
    publication date
    14 September 2006
    0 references
    0.2.1
    publication date
    5 November 2006
    0 references
    0.2.6
    publication date
    10 December 2006
    0 references
    0.2.7
    publication date
    1 January 2007
    0 references
    0.2.9
    publication date
    9 March 2007
    0 references
    0.5-7
    publication date
    1 May 2007
    0 references
    0.5-8
    publication date
    8 May 2007
    0 references
    0.5.3
    publication date
    29 March 2007
    0 references
    0.6-5
    publication date
    17 May 2007
    0 references
    0.7-5
    publication date
    22 May 2007
    0 references
    0.7-6
    publication date
    12 June 2007
    0 references
    0.7-7
    publication date
    22 June 2007
    0 references
    0.8-5
    publication date
    18 July 2007
    0 references
    1.1-5
    publication date
    24 July 2007
    0 references
    1.1-9
    publication date
    9 August 2007
    0 references
    1.3-1
    publication date
    25 August 2007
    0 references
    1.3-3
    publication date
    9 September 2007
    0 references
    1.3-4
    publication date
    12 October 2007
    0 references
    1.3-5
    publication date
    3 November 2007
    0 references
    1.3-6
    publication date
    9 November 2007
    0 references
    1.3-7
    publication date
    12 February 2008
    0 references
    1.3-8
    publication date
    13 May 2008
    0 references
    1.4-0
    publication date
    11 July 2008
    0 references
    1.4-1
    publication date
    29 November 2008
    0 references
    1.4-2
    publication date
    16 December 2008
    0 references
    1.4-3
    publication date
    11 January 2009
    0 references
    1.4-4
    publication date
    25 January 2009
    0 references
    1.4-5
    publication date
    4 May 2009
    0 references
    1.4-6
    publication date
    7 August 2009
    0 references
    1.4-7
    publication date
    1 March 2010
    0 references
    1.4-8
    publication date
    27 August 2010
    0 references
    1.4-9
    publication date
    29 November 2011
    0 references
    1.5-0
    publication date
    26 July 2012
    0 references
    1.5-1
    publication date
    8 June 2013
    0 references
    1.5-2
    publication date
    22 July 2013
    0 references
    1.5-3
    publication date
    6 August 2018
    0 references
    1.5-6
    publication date
    17 September 2021
    0 references
    1.6-0
    publication date
    2 December 2023
    0 references
    programmed in
    R
    0 references
    last update
    2 December 2023
    0 references
    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.
    0 references
    author
    Bernhard Pfaff
    0 references
    depends on software
    R
    software version identifier
    ≥ 2.0.0
    0 references
    MASS
    0 references
    strucchange
    0 references
    urca
    software version identifier
    ≥ 1.1-6
    0 references
    lmtest
    software version identifier
    ≥ 0.9-26
    0 references
    sandwich
    software version identifier
    ≥ 2.2-4
    0 references
    imports
    methods
    0 references

    Identifiers

    swMATH work ID
    4507
    0 references
    CRAN project
    vars
    0 references
     
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