Package: VARtests
Type: Package
Title: Tests for Error Autocorrelation, ARCH Errors, and Cointegration
        in Vector Autoregressive Models
Version: 2.0.5
Date: 2018-11-02
Author: 
	Markus Belfrage [aut, cre],
	Paul Catani [ctb],
	Niklas Ahlgren [ctb] 	
Depends: R(>= 3.0.2)
LinkingTo: Rcpp(>= 0.12.10), RcppArmadillo
Imports: methods, Rcpp, sn
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Description: Implements the Wild bootstrap tests for autocorrelation in vector autoregressive models of Ahlgren, N. & Catani, P. 
	(2016, <doi:10.1007/s00362-016-0744-0>), the Combined LM test for ARCH in VAR models of Catani, P. & Ahlgren, N. 
	(2016, <doi:10.1016/j.ecosta.2016.10.006>), and Bootstrap determination of the co-integration rank (Cavaliere, G., Rahbek, A.,
	& Taylor, A. M. R., 2012, 2014).
LazyData: yes
NeedsCompilation: yes
License: GPL (>= 3)
Packaged: 2018-11-02 15:51:09 UTC; D600-L21admin
Repository: CRAN
Date/Publication: 2018-11-02 17:30:03 UTC
Built: R 3.6.0; x86_64-apple-darwin15.6.0; 2019-04-27 00:11:17 UTC; unix
Archs: VARtests.so.dSYM
