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| A | Coefficient matrices of the lagged endogenous variables |
| arch | ARCH-LM test |
| B | Coefficient matrix of an estimated VAR(p) |
| Canada | Canada: Macroeconomic time series |
| causality | Causality Analysis |
| fanchart | Fanchart plot for objects of class varprd |
| fevd | Forecast Error Variance Decomposition |
| irf | Impulse response function |
| normality | Normality, multivariate skewness and kurtosis test |
| Phi | Coefficient matrices of the MA represention |
| plot.varcheck | Plot method for objects of class varcheck |
| plot.varest | Plot method for objects of class varest |
| plot.varfevd | Plot method for objects of class varfevd |
| plot.varirf | Plot method for objects of class varirf |
| plot.varprd | Plot method for objects of class varprd |
| plot.varstabil | Plot method for objects of class varstabil |
| predict.varest | Predict method for objects of class varest |
| print.svarest | Estimation of a SVAR |
| print.varcheck | ARCH-LM test |
| print.varest | Estimation of a VAR(p) |
| print.varfevd | Forecast Error Variance Decomposition |
| print.varirf | Impulse response function |
| print.varprd | Predict method for objects of class varest |
| print.varstabil | Structural stability of a VAR(p) |
| print.varsum | Summary method for objects of class varest |
| Psi | Coefficient matrices of the orthogonalised MA represention |
| restrict | Restricted VAR |
| roots | Eigenvalues of the companion coefficient matrix of a VAR(p)-process |
| serial | Test for serially correlated errors |
| stability | Structural stability of a VAR(p) |
| summary.varest | Summary method for objects of class varest |
| SVAR | Estimation of a SVAR |
| VAR | Estimation of a VAR(p) |
| VARselect | Information criteria and FPE for different VAR(p) |