VAR Modelling
Coefficient matrices of the lagged endogenous variables
ARCH-LM test
Coefficient matrix of an estimated VAR(p)
Estimates a Blanchard-Quah type SVAR
Causality Analysis
Coefficient method for objects of class varest
Fanchart plot for objects of class varprd
Forecast Error Variance Decomposition
Fit method for objects of class varest or vec2var
Impulse response function
Log-Likelihood method
Normality, multivariate skewness and kurtosis test
Coefficient matrices of the MA represention
Plot methods for objects in vars
Predict method for objects of class varest and vec2var
Coefficient matrices of the orthogonalised MA represention
Residuals method for objects of class varest and vec2var
Restricted VAR
Eigenvalues of the companion coefficient matrix of a VAR(p)-process
Test for serially correlated errors
Structural stability of a VAR(p)
Summary method for objects of class varest, svarest and svecest
Estimation of a SVAR
Estimation of a SVEC
Estimation of a VAR(p)
Deprecated Functions in package vars
Information criteria and FPE for different VAR(p)
Transform a VECM to VAR in levels
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.