R: Bootstrap Tests for Cointegration and Autocorrelation in VARs

# Bootstrap Tests for Cointegration and Autocorrelation in VARs

## 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