VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.

• Development Status: 5 - Production/Stable
• Environment: Console (Text Based)
• Intended Audience: Developers, End Users/Desktop, Other Audience
• License: GNU General Public License (GPL)
• Natural Language: English
• Operating System: OS Independent
• Programming Language: R
• Topic: Time series modelling, Time series, Time Series

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