VAR Modelling R package vars version 1.6-1 CRAN Task View: Econometrics (https://CRAN.R-project.org/view=Econometrics) CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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. Software Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>= 0.9-26), sandwich (>= 2.2-4) Imports: methods Bernhard Pfaff <bernhard@pfaffikus.de> Comprehensive R Archive Network (CRAN) Bernhard Pfaff [aut, cre], Matthieu Stigler [ctb] GPL (>= 2) 2024-03-21 application/tgz https://CRAN.R-project.org/package=vars doi:10.32614/CRAN.package.vars