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: 2025-07-23 10:26:39 UTC; Markus
Author: Markus Belfrage [aut, cre],
  Paul Catani [ctb],
  Niklas Ahlgren [ctb]
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Repository: CRAN
Date/Publication: 2025-07-25 09:40:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-28 12:54:39 UTC; unix
Archs: VARtests.so.dSYM
