R: VAR Modelling

# VAR Modelling

## Documentation for package ‘vars’ version 1.6-1

- DESCRIPTION file.

## Help Pages

A | Deprecated Functions in package vars
A-deprecated | Coefficient matrices of the lagged endogenous variables
Acoef | Coefficient matrices of the lagged endogenous variables
arch | Deprecated Functions in package vars
arch-deprecated | ARCH-LM test
arch.test | ARCH-LM test
B | Deprecated Functions in package vars
B-deprecated | Coefficient matrix of an estimated VAR(p)
Bcoef | Coefficient matrix of an estimated VAR(p)
BQ | Estimates a Blanchard-Quah type SVAR
Canada | Canada: Macroeconomic time series
causality | Causality Analysis
coef | Coefficient method for objects of class varest
coef.varest | Coefficient method for objects of class varest
coefficients | Coefficient method for objects of class varest
fanchart | Fanchart plot for objects of class varprd
fevd | Forecast Error Variance Decomposition
fevd.svarest | Forecast Error Variance Decomposition
fevd.svecest | Forecast Error Variance Decomposition
fevd.varest | Forecast Error Variance Decomposition
fevd.vec2var | Forecast Error Variance Decomposition
fitted | Fit method for objects of class varest or vec2var
fitted.values | Fit method for objects of class varest or vec2var
fitted.varest | Fit method for objects of class varest or vec2var
fitted.vec2var | Fit method for objects of class varest or vec2var
irf | Impulse response function
irf.svarest | Impulse response function
irf.svecest | Impulse response function
irf.varest | Impulse response function
irf.vec2var | Impulse response function
logLik | Log-Likelihood method
logLik.svarest | Log-Likelihood method
logLik.svecest | Log-Likelihood method
logLik.varest | Log-Likelihood method
logLik.vec2var | Log-Likelihood method
normality | Deprecated Functions in package vars
normality-deprecated | Normality, multivariate skewness and kurtosis test
normality.test | Normality, multivariate skewness and kurtosis test
Phi | Coefficient matrices of the MA represention
Phi.svarest | Coefficient matrices of the MA represention
Phi.svecest | Coefficient matrices of the MA represention
Phi.varest | Coefficient matrices of the MA represention
Phi.vec2var | Coefficient matrices of the MA represention
plot.varcheck | Plot methods for objects in vars
plot.varest | Plot methods for objects in vars
plot.varfevd | Plot methods for objects in vars
plot.varirf | Plot methods for objects in vars
plot.varprd | Plot methods for objects in vars
plot.varstabil | Plot methods for objects in vars
plot.vec2var | Plot methods for objects in vars
predict | Predict method for objects of class varest and vec2var
predict.varest | Predict method for objects of class varest and vec2var
predict.vec2var | Predict method for objects of class varest and vec2var
print.svarest | Estimation of a SVAR
print.svarsum | Summary method for objects of class varest, svarest and svecest
print.svecest | Estimation of a SVEC
print.svecsum | Summary method for objects of class varest, svarest and svecest
print.varcheck | ARCH-LM test
print.varest | Estimation of a VAR(p)
print.varfevd | Forecast Error Variance Decomposition
print.varirf | Impulse response function
print.varprd | Predict method for objects of class varest and vec2var
print.varstabil | Structural stability of a VAR(p)
print.varsum | Summary method for objects of class varest, svarest and svecest
print.vec2var | Transform a VECM to VAR in levels
Psi | Coefficient matrices of the orthogonalised MA represention
Psi.varest | Coefficient matrices of the orthogonalised MA represention
Psi.vec2var | Coefficient matrices of the orthogonalised MA represention
resid | Residuals method for objects of class varest and vec2var
residuals | Residuals method for objects of class varest and vec2var
residuals.varest | Residuals method for objects of class varest and vec2var
residuals.vec2var | Residuals method for objects of class varest and vec2var
restrict | Restricted VAR
roots | Eigenvalues of the companion coefficient matrix of a VAR(p)-process
serial | Deprecated Functions in package vars
serial-deprecated | Test for serially correlated errors
serial.test | Test for serially correlated errors
stability | Structural stability of a VAR(p)
stability.default | Structural stability of a VAR(p)
stability.varest | Structural stability of a VAR(p)
summary | Summary method for objects of class varest, svarest and svecest
summary.svarest | Summary method for objects of class varest, svarest and svecest
summary.svecest | Summary method for objects of class varest, svarest and svecest
summary.varest | Summary method for objects of class varest, svarest and svecest
SVAR | Estimation of a SVAR
SVEC | Estimation of a SVEC
VAR | Estimation of a VAR(p)
vars-deprecated | Deprecated Functions in package vars
VARselect | Information criteria and FPE for different VAR(p)
vec2var | Transform a VECM to VAR in levels