Implement VAR

[guilhermebodin]

No description provided.

[waynelapierre]

The R package vars has a VARselect function that identifies the best lags, a causality function that tests causality direction, a fevd function that does error variance decomposition, etc. https://cran.r-project.org/web/packages/vars/index.html

It would be great if your package could have these features as well.