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

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Documentation for package ‘VARtests’ version 2.0.5

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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