Order Selection in Vector Autoregression by Mean Square Information Criteria R package micvar version 0.1.0 Implements order selection for Vector Autoregressive (VAR) models using the Mean Square Information Criterion (MIC). Unlike standard methods such as AIC and BIC, MIC is likelihood-free. This method consistently estimates VAR order and has robust performance under model misspecification. For more details, see Hellstern and Shojaie (2025) <doi:10.48550/arXiv.2511.19761>. Software Imports: MASS, matrixcalc, Rdpack, stats Michael Hellstern <mikeh1@uw.edu> Comprehensive R Archive Network (CRAN) Michael Hellstern [aut, cre] GPL (>= 3) 2025-12-08 application/tgz https://CRAN.R-project.org/package=micvar doi:10.32614/CRAN.package.micvar