# Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models

## Documentation for package ‘VARtests’ version 1.0.1

- DESCRIPTION file.

## Help Pages

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