Re: [R] vetor autoregressions and BVARs

[Spencer Graves]

     A search -> "R site search" from www.r-project.org for "vector 
autoregression" produced documentation of an "mAr" package for vector 
autoregression.  Beyond this, a search for "kalman filter time series" 
produced 29 hits, most of which looked to me to be potentially 
relevant.  Have you looked at these? 

     Hope this helps.  spencer graves
p.s. PLEASE do read the posting guide! 
http://www.R-project.org/posting-guide.html

Nirav Mehta wrote:
I have not been able to find any programs for running vector 
autoregressions with R. I am interested in running Bayesian VARs and 
also running VARs that run all combinations of variables in the 
vector. Is anyone currently developing this?

-Nirav Mehta
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