Package: vars
Type: Package
Title: VAR Modelling
Version: 0.8-5
Date: 2007-07-17
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Depends: R (>= 2.0.0), MASS, strucchange, urca
Suggests: xtable
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/SVEC models.
License: GPL 2 or newer
URL: http://www.pfaffikus.de
Packaged: Tue Jul 17 13:06:27 2007; pfaffb
