{
  "_id": "6a12adbdacfb0bcc41d18b6f",
  "Package": "VARtests",
  "Type": "Package",
  "Title": "Bootstrap Tests for Cointegration and Autocorrelation in VARs",
  "Version": "2.0.7",
  "Authors@R": "c(\nperson(\ngiven = \"Markus\",\nfamily = \"Belfrage\",\nrole   = c(\"aut\",\"cre\"),\nemail  = \"markus.belfrage@gmail.com\"\n),\nperson(\ngiven  = \"Paul\",\nfamily = \"Catani\",\nrole   = \"ctb\"\n),\nperson(\ngiven  = \"Niklas\",\nfamily = \"Ahlgren\",\nrole   = \"ctb\"\n)\n)",
  "Description": "Implements wild bootstrap tests for autocorrelation in\nVector Autoregressive (VAR) models based on Ahlgren and Catani\n(2016) <doi:10.1007/s00362-016-0744-0>, a combined Lagrange\nMultiplier (LM) test for Autoregressive Conditional\nHeteroskedasticity (ARCH) in VAR models from Catani and Ahlgren\n(2016) <doi:10.1016/j.ecosta.2016.10.006>, and bootstrap-based\nmethods for determining the cointegration rank from Cavaliere,\nRahbek, and Taylor (2012) <doi:10.3982/ECTA9099> and Cavaliere,\nRahbek, and Taylor (2014) <doi:10.1080/07474938.2013.825175>.",
  "LazyData": "yes",
  "NeedsCompilation": "yes",
  "Encoding": "UTF-8",
  "License": "GPL (>= 3)",
  "Packaged": {
    "Date": "2026-05-24 07:46:29 UTC",
    "User": "root"
  },
  "Author": "Markus Belfrage [aut, cre], Paul Catani [ctb], Niklas Ahlgren\n[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",
  "MD5sum": "7dedf60146170464f2bb9442ceb41f76",
  "_user": "cran",
  "_type": "src",
  "_file": "VARtests_2.0.7.tar.gz",
  "_fileid": "6930e4db848a2ae03ed6f4491546cef2ae89d5ba4e5b1423ab5f903fd8aba420",
  "_filesize": 337412,
  "_sha256": "6930e4db848a2ae03ed6f4491546cef2ae89d5ba4e5b1423ab5f903fd8aba420",
  "_created": "2026-05-24T07:46:29.000Z",
  "_published": "2026-05-24T07:50:21.382Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77581475698,
      "time": 155,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7183404369"
    },
    {
      "job": 77581475684,
      "time": 148,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7183403612"
    },
    {
      "job": 77581475691,
      "time": 147,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7183403546"
    },
    {
      "job": 77581475687,
      "time": 141,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7183402970"
    },
    {
      "job": 77581309885,
      "time": 189,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7183388353"
    },
    {
      "job": 77581475681,
      "time": 136,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7183402474"
    }
  ],
  "_buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/VARtests",
  "_commit": {
    "id": "d595acecf33e728c07c9774ba793d214c684400e",
    "author": "Markus Belfrage <markus.belfrage@gmail.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 2.0.7\n",
    "time": 1753436402
  },
  "_maintainer": {
    "name": "Markus Belfrage",
    "email": "markus.belfrage@gmail.com"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.0.2",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "version": ">= 0.12.10",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "sn",
      "role": "Imports"
    },
    {
      "package": "vars",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-30",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "2.0.7",
      "date": "2025-07-25"
    }
  ],
  "_stars": 1,
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 229,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/VARtests"
  },
  "_searchresults": 12,
  "_topics": [
    "openblas",
    "cpp",
    "openmp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/VARtests.html",
    "manual.pdf"
  ],
  "_realowner": "cran",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0.1",
      "date": "2017-08-06"
    },
    {
      "version": "2.0.5",
      "date": "2018-11-02"
    },
    {
      "version": "2.0.7",
      "date": "2025-07-25"
    }
  ],
  "_exports": [
    "ACtest",
    "archBootTest",
    "cointBootTest",
    "VARfit",
    "VARsim",
    "wildBoot"
  ],
  "_datasets": [
    {
      "name": "VodafoneCDS",
      "title": "Multiple Time Series Data Set",
      "object": "VodafoneCDS",
      "class": [
        "matrix",
        "array"
      ],
      "fields": [
        "CDS",
        "SWSP"
      ],
      "rows": 804,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "ACtest",
      "title": "Test for Error Autocorrelation in VAR Models.",
      "topics": [
        "ACtest",
        "print.ACtest"
      ]
    },
    {
      "page": "archBootTest",
      "title": "Combined LM test for ARCH errors in VAR models.",
      "topics": [
        "archBootTest",
        "print.archBootTest"
      ]
    },
    {
      "page": "cointBootTest",
      "title": "Bootstrap Determination of Cointegration Rank in VAR Models",
      "topics": [
        "cointBootTest",
        "print.cointBootTest"
      ]
    },
    {
      "page": "data",
      "title": "Multiple Time Series Data Set",
      "topics": [
        "DataFiles",
        "VodafoneCDS"
      ]
    },
    {
      "page": "VARfit",
      "title": "VAR(p) (Vector Autoregression) Model Fitting.",
      "topics": [
        "VARfit"
      ]
    },
    {
      "page": "VARfit-methods",
      "title": "Methods for Objects of Class 'VARfit'",
      "topics": [
        "coef.VARfit",
        "print.VARfit",
        "residuals.VARfit"
      ]
    },
    {
      "page": "VARsim",
      "title": "Simulates vector autoregressive (VAR) series",
      "topics": [
        "VARsim"
      ]
    },
    {
      "page": "wildBoot",
      "title": "Wild Bootstrap Tests for Error Autocorrelation",
      "topics": [
        "print.wildBoot",
        "wildBoot"
      ]
    }
  ],
  "_rundeps": [
    "lattice",
    "MASS",
    "Matrix",
    "MatrixModels",
    "mnormt",
    "numDeriv",
    "quantreg",
    "Rcpp",
    "RcppArmadillo",
    "sn",
    "SparseM",
    "survival"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    },
    {
      "shlib": "libgomp",
      "package": "libgomp1",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
    }
  ],
  "_score": 1.0791812460476249,
  "_indexed": true,
  "_nocasepkg": "vartests",
  "_universes": [
    "cran"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.0.7",
      "date": "2026-05-24T07:49:14.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "d595acecf33e728c07c9774ba793d214c684400e",
      "fileid": "de4f23b290895d8a9e3a3d77ae3161b4402eb861ddd3df4c8c8006c6ef79d454",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.0.7",
      "date": "2026-05-24T07:49:05.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "d595acecf33e728c07c9774ba793d214c684400e",
      "fileid": "27caecd1cfa1d76bf1b18aa8dd96ebdec1655c4dfc5acf894e08c5f8c9b246c3",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "2.0.7",
      "date": "2026-05-24T07:49:05.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "d595acecf33e728c07c9774ba793d214c684400e",
      "fileid": "db3bc6f74b49badcfcfcc1da8599ac75386dc30ed0bcbf3fe5154f26e9c28777",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "2.0.7",
      "date": "2026-05-24T07:49:00.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "d595acecf33e728c07c9774ba793d214c684400e",
      "fileid": "dfc590b84181642a9a263fc79ae6ca499f7541305fe3ec27a4d737472f435df7",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "2.0.7",
      "date": "2026-05-24T07:49:15.000Z",
      "arch": "emscripten",
      "commit": "d595acecf33e728c07c9774ba793d214c684400e",
      "fileid": "0f0e87efecc47b9e6db125a5cfabb555cb592cc8e158e0373e1f26b3425fcf40",
      "status": "success",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/26355470386"
    }
  ]
}