Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models

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Documentation for package ‘VARtests’ version 1.0.1

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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
DataFiles Multiple Time Series Data Set
print.ACtest Methods for class ACtest
print.VARfit Methods for class VARfit
print.wildBoot Methods for class wildBoot
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