vars
swMATH4507CRANvarsMaRDI QIDQ16680FDOQ16680
VAR Modelling
Last update: 2 December 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.5-9, 0.1.0, 0.1.1, 0.1.3, 0.1.5, 0.1.7, 0.1.9, 0.2.1, 0.2.6, 0.2.7, 0.2.9, 0.5-7, 0.5-8, 0.5.3, 0.6-5, 0.7-5, 0.7-6, 0.7-7, 0.8-5, 1.1-5, 1.1-9, 1.3-1, 1.3-3, 1.3-4, 1.3-5, 1.3-6, 1.3-7, 1.3-8, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.4-4, 1.4-5, 1.4-6, 1.4-7, 1.4-8, 1.4-9, 1.5-0, 1.5-1, 1.5-2, 1.5-3, 1.5-6, 1.6-0
Official website: http://cran.r-project.org/web/packages/vars/
Source code repository: https://github.com/cran/vars
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.
Cited In (only showing first 100 items - show all)
- fBasics
- forecast
- MSBVAR
- tseries
- strucchange
- fracdiff
- zoo
- urca
- timeSeries
- viridis
- Dynamic Linear Models with R
- Forecast
- plm
- FitAR
- G1DBN
- rsprng
- Systemfit
- fArma
- MortalitySmooth
- latentnet
- bvarsv
- TSA
- tsDyn
- cts
- Rugarch
- AS 311
- AS 181
- qgraph
- ftsa
- CARBayesST
- MTS
- NetOrigin
- tempdisagg
- StableEstim
- ctv
- FRAPO
- Applied Econometrics with R
- chron
- dynlm
- micEcon
- R2HTML
- tseriesChaos
- dynsbm
- cccp
- gogarch
- rneos
- MuTE
- funtimes
- TRENTOOL
- POET
- gergm
- StMoMo
- JIDT
- DemProj
- mAr
- GTK+
- JDemetra+
- FIAR
- its
- fanplot
- pVAR
- fUnitRoots
- IDTxl
- dyn
- mFilter
- Fan Chart
- nonlinearTseries
- RTransferEntropy
- StFinMetrics
- BigVAR
- GNAR
- graphicalVAR
- sparsevar
- portes
- mgm
- tvReg
- Algorithm 878
- RMAWGEN
- svars
- VADER
- SAMtool
- frequencyConnectedness
- Spillover
- GVARX
- Stationary vine copula models for multivariate time series
- bootCT
- TSPred
- BVAR
- A Hilbert-Huang transform approach for predicting cyber-attacks
- Modern psychometrics with R
- GVAR
- ECTSVR
- LTAR
- bvartools
- multivar
- iMoMo
- Financial risk modelling and portfolio optimization with R
- Bayesian networks in R. With applications in systems biology
- Valuation and pricing of electricity delivery contracts: the producer's view
- Models for Dependent Time Series, by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978‐1‐58488‐650‐1
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