Bootstrap Tests for Cointegration and Autocorrelation in VARs R package VARtests version 2.0.7 Implements wild bootstrap tests for autocorrelation in Vector Autoregressive (VAR) models based on Ahlgren and Catani (2016) <doi:10.1007/s00362-016-0744-0>, a combined Lagrange Multiplier (LM) test for Autoregressive Conditional Heteroskedasticity (ARCH) in VAR models from Catani and Ahlgren (2016) <doi:10.1016/j.ecosta.2016.10.006>, and bootstrap-based methods for determining the cointegration rank from Cavaliere, Rahbek, and Taylor (2012) <doi:10.3982/ECTA9099> and Cavaliere, Rahbek, and Taylor (2014) <doi:10.1080/07474938.2013.825175>. Software Depends: R (>= 3.0.2) Imports: methods, Rcpp, sn LinkingTo: Rcpp (>= 0.12.10), RcppArmadillo Suggests: vars Markus Belfrage <markus.belfrage@gmail.com> Comprehensive R Archive Network (CRAN) Markus Belfrage [aut, cre], Paul Catani [ctb], Niklas Ahlgren [ctb] GPL (>= 3) 2025-07-25 application/tgz https://CRAN.R-project.org/package=VARtests doi:10.32614/CRAN.package.VARtests