r-vars 1.6-1
Propagated dependencies: r-urca@1.3-4 r-strucchange@1.5-4 r-sandwich@3.1-1 r-mass@7.3-61 r-lmtest@0.9-40
Channel: guix-cran
Home page: https://www.pfaffikus.de
Licenses: GPL 2+
Synopsis: VAR Modelling
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.
Total results: 6