Package: VARtests
Type: Package
Title: Tests for Error Autocorrelation and ARCH Errors in Vector
        Autoregressive Models
Version: 1.0.1
Date: 2017-08-06
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>) and the Combined LM test for ARCH in VAR models of Catani, P. & Ahlgren, N. 
	(2016, <doi:10.1016/j.ecosta.2016.10.006>).
LazyData: yes
NeedsCompilation: yes
License: GPL (>= 3)
Packaged: 2017-08-06 22:19:47 UTC; Markus
Repository: CRAN
Date/Publication: 2017-08-06 23:04:18 UTC
Built: R 3.3.2; x86_64-apple-darwin13.4.0; 2017-08-07 13:48:37 UTC; unix
Archs: VARtests.so.dSYM
