Autovar is an R package for automating and simplifying the process from raw data to VAR models. For the actual VAR calculations, Bernhard Pfaff’s vars package is used.

To install, type the following:

install.packages('devtools')
require('devtools')
install_github('roqua/autovar')

If you’re using Windows and the above steps give you errors, try the following alternate way to install Autovar:

unloadNamespace('autovar')
library('autovar')

Documentation for this package can be found here.

##### Example Use
library('autovar')

# Example data sets can be found on https://autovar.nl

# Include models with (and without) trends in the search
print_best_models(av_state)