Package: vars
Type: Package
Title: VAR Modelling
Version: 1.4-4
Date: 2009-01-22
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6)
LazyLoad: yes
Description: Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR/SVEC models.
License: GPL (>= 2)
URL: http://www.pfaffikus.de
Revision: 43
Packaged: Sat Jan 24 06:20:45 2009; rforge
