Visual Diagnostic Checks for Vector Autoregressive Models R package VARcheck version 0.1.1 Provides model-agnostic visual diagnostics for vector autoregressive (VAR) models. Given empirical data, model predictions, residuals, and optionally simulated data, the package assembles a multi-panel diagnostic grid: empirical vs. predicted time series, residual inspection, residuals vs. predictions scatter, and posterior predictive style checks via simulated trajectories. Output is a 'patchwork' object composed of 'ggplot2' plots, allowing further customisation via standard 'ggplot2' theme calls. Follows the approach described in Haslbeck et al. (2026) <doi:10.31234/osf.io/k6uz4_v3>. Software Imports: ggplot2 (>= 3.4.0), patchwork, stats, utils Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Björn S. Siepe <bjoernsiepe+software@gmail.com> Comprehensive R Archive Network (CRAN) Björn S. Siepe [aut, cre, cph] (ORCID: <https://orcid.org/0000-0002-9558-4648>), Jonas M. B. Haslbeck [aut] (ORCID: <https://orcid.org/0000-0001-9096-7837>) MIT + file LICENSE (https://CRAN.R-project.org/package=VARcheck/LICENSE) 2026-07-13 application/tgz https://CRAN.R-project.org/package=VARcheck doi:10.32614/CRAN.package.VARcheck