TAKATSU Tomonari 2fe286381d - Add a new port: finance/R-cran-vars ... Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR/SVEC models. WWW: http://cran.r-project.org/web/packages/vars/		2012-02-06 12:20:30 +00:00
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