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Implement VAR #241

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guilhermebodin opened this issue Feb 10, 2021 · 1 comment
Open

Implement VAR #241

guilhermebodin opened this issue Feb 10, 2021 · 1 comment

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@guilhermebodin
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@waynelapierre
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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.

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@guilhermebodin @waynelapierre