Building a VAR Model in R

This video, the first of a three-part series, discusses building a VAR model in R. This includes importing the dataset, lag selection, and model specification. Dataset can be found and downloaded here: https://drive.google.com/drive/folder... Playlist Link:    • VAR in R   Created by Justin S. Eloriaga Website: justineloriaga.com

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VAR Diagnostics in R

Granger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using R
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How to estimate and interpret VAR models in Eviews - Vector Autoregression model
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How to estimate and interpret VAR models in Eviews - Vector Autoregression model

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Lecture 5: VAR and VEC Models

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Estimating a VAR(p) in EVIEWS

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Vector Auto Regression : Time Series Talk