Bootstrap Tests for Cointegration and Autocorrelation in VARs

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Documentation for package ‘VARtests’ version 2.0.7

• 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 Objects of 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 Objects of Class 'VARfit'
print.wildBoot	Wild Bootstrap Tests for Error Autocorrelation
residuals.VARfit	Methods for Objects of 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