vars (Q16680): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/vars, #quickstatements; #temporary_batch_1711027662947 |
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| Property / source code repository: https://github.com/cran/vars / rank | |||
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Revision as of 14:29, 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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