CRAN

vars 1.5-3

VAR Modelling

Released Aug 6, 2018 by Bernhard Pfaff

Dependencies

sandwich 2.5-0 urca 1.3-0 lmtest 0.9-36 MASS 7.3-50 strucchange 1.5-1

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>vars</artifactId>
    <version>1.5-3-b2</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:vars')

Test Results

This package was last tested against Renjin 0.9.2687 on Aug 25, 2018.

• A-examples
• B-examples
• BQ-examples
• CheckCausality
• ExamplesTest
• Phi-examples
• Psi-examples
• SVAR-examples
• SVEC-examples
• VAR-examples
• VARselect-examples
• arch-examples
• causality-examples
• coefficients-examples
• fevd-examples
• fitted-examples
• irf-examples
• logLik-examples
• normality-examples
• predict-examples
• restrict-examples
• roots-examples
• serial-examples
• stability-examples
• summary-examples
• vec2var-examples

Source

View GitHub Mirror

Release History

• 1.5-3
• 1.5-2
• 1.5-1
• 1.5-0
• 1.4-9
• 1.4-8
• 1.4-7
• 1.4-6
• 1.4-5
• 1.4-4
• 1.4-3
• 1.4-2
• 1.4-1
• 1.4-0
• 1.3-8
• 1.3-7
• 1.3-6
• 1.3-5
• 1.3-4
• 1.3-3
• 1.3-1
• 1.1-9
• 1.1-5
• 0.8-5
• 0.7-7
• 0.7-6
• 0.7-5
• 0.6-5
• 0.5-8
• 0.5-7
• 0.5.3
• 0.2.9
• 0.2.7
• 0.2.6
• 0.2.1
• 0.1.9
• 0.1.7
• 0.1.5
• 0.1.3
• 0.1.1
• 0.1.0