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VARcheck  

Visual Diagnostic Checks for Vector Autoregressive Models
View on CRAN: Click here


Download and install VARcheck package within the R console
Install from CRAN:
install.packages("VARcheck")

Install from Github:
library("remotes")
install_github("cran/VARcheck")

Install by package version:
library("remotes")
install_version("VARcheck", "0.1.0")



Attach the package and use:
library("VARcheck")
Maintained by
Björn S. Siepe
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-19
Latest Update: 2026-05-19
Description:
Provides model-agnostic visual diagnostics for vector autoregressive (VAR) models. Given empirical data, model predictions, residuals, and optionally simulated data, the package assembles a multi-panel diagnostic grid: empirical vs. predicted time series, residual inspection, residuals vs. predictions scatter, and posterior predictive style checks via simulated trajectories. Output is a 'patchwork' object composed of 'ggplot2' plots, allowing further customisation via standard 'ggplot2' theme calls. Follows the approach described in Haslbeck et al. (2026) <doi:10.31234/osf.io/k6uz4_v3>.
How to cite:
Björn S. Siepe (2026). VARcheck: Visual Diagnostic Checks for Vector Autoregressive Models. R package version 0.1.0, https://cran.r-project.org/web/packages/VARcheck. Accessed 06 Jun. 2026.
Previous versions and publish date:
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Complete documentation for VARcheck
Functions, R codes and Examples using the VARcheck R package
Full VARcheck package functions and examples
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