Package: vars
Type: Package
Title: VAR Modelling
Version: 0.5.3
Date: 2007-03-28
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Depends: R (>= 2.0.0), MASS, strucchange
Suggests: xtable, urca
Saveimage: 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 models (A-model, B-model, AB-model).
License: GPL 2 or newer
URL: http://www.pfaffikus.de
Packaged: Wed Mar 28 17:18:25 2007; pfaffb
