Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models

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Documentation for package ‘VARtests’ version 2.0.5

• DESCRIPTION file.
• Package NEWS.

Help Pages

ACtest	Test for Error Autocorrelation in VAR Models.
archBootTest	Combined LM test for ARCH errors in VAR models.
coef.VARfit	Methods for class VARfit
cointBootTest	Bootstrap Determination of Cointegration Rank in VAR Models
DataFiles	Multiple Time Series Data Set
print.ACtest	Test for Error Autocorrelation in VAR Models.
print.archBootTest	Combined LM test for ARCH errors in VAR models.
print.cointBootTest	Bootstrap Determination of Cointegration Rank in VAR Models
print.VARfit	Methods for class VARfit
print.wildBoot	Wild Bootstrap Tests for Error Autocorrelation
residuals.VARfit	Methods for class VARfit
VARfit	VAR(p) (Vector Autoregression) Model Fitting.
VARsim	Simulates vector autoregressive (VAR) series
VodafoneCDS	Multiple Time Series Data Set
wildBoot	Wild Bootstrap Tests for Error Autocorrelation