vars: VAR Modelling , 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. (Source: http://cran.r-project.org/web/packages)
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Nagarajan, Radhakrishnan; Scutari, Marco; Lèbre, Sophie: Bayesian networks in R. With applications in systems biology (2013)
- Kim, Seoung Bum; Jitpitaklert, Weerawat; Sukchotrat, Thuntee: One-class classification-based control charts for monitoring autocorrelated multivariate processes (2010)
- Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia: Dynamic linear models with R (2009)
- Kim, Donghoh; Paek, Seung-Hyun; Oh, Hee-Seok: A Hilbert-Huang transform approach for predicting cyber-attacks (2008)