DESCRIPTION

Package: vars
Type: Package
Title: VAR Modelling
Version: 1.5-3
Date: 2016-09-23
Authors@R: c(person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de", role = c("aut", "cre")), person("Matthieu", "Stigler", role = "ctb"))
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>=
        0.9-26), sandwich (>= 2.2-4)
LazyLoad: 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 and SVEC models.
License: GPL (>= 2)
URL: http://www.pfaffikus.de
Author: Bernhard Pfaff [aut, cre],
  Matthieu Stigler [ctb]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>