Package: VARtests
Type: Package
Title: Bootstrap Tests for Cointegration and Autocorrelation in VARs
Version: 2.0.7
Authors@R: 
    c(
      person(
        given = "Markus",
        family = "Belfrage",
        role   = c("aut","cre"),
        email  = "markus.belfrage@gmail.com"
      ),
      person(
        given  = "Paul",
        family = "Catani",
        role   = "ctb"
      ),
      person(
        given  = "Niklas",
        family = "Ahlgren",
        role   = "ctb"
      )
    )	
Depends: R (>= 3.0.2)
LinkingTo: Rcpp (>= 0.12.10), RcppArmadillo
Imports: methods, Rcpp, sn
Suggests: vars
Description: Implements wild bootstrap tests for autocorrelation in
        Vector Autoregressive (VAR) models based on Ahlgren and Catani
        (2016) <doi:10.1007/s00362-016-0744-0>, a combined Lagrange
        Multiplier (LM) test for Autoregressive Conditional
        Heteroskedasticity (ARCH) in VAR models from Catani and Ahlgren
        (2016) <doi:10.1016/j.ecosta.2016.10.006>, and bootstrap-based
        methods for determining the cointegration rank from Cavaliere,
        Rahbek, and Taylor (2012) <doi:10.3982/ECTA9099> and Cavaliere,
        Rahbek, and Taylor (2014) <doi:10.1080/07474938.2013.825175>.
LazyData: yes
NeedsCompilation: yes
Encoding: UTF-8
License: GPL (>= 3)
Packaged: 2026-06-23 07:42:12 UTC; root
Author: Markus Belfrage [aut, cre], Paul Catani [ctb], Niklas Ahlgren
        [ctb]
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2025-07-25 09:40:02 UTC
RemoteUrl: https://github.com/cran/VARtests
RemoteRef: HEAD
RemoteSha: d595acecf33e728c07c9774ba793d214c684400e