[This article was first published on K & L Fintech Modeling, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share your content on R-bloggers? click here if you have a blog, or here if you don't. This post gives a brief introduction to the estimation and forecasting of a Vector Autoregressive Model (VAR) model using R . We use vars and tsDy