The R code for estimating a VAR-LiNGAM (Vector Autoregressive Linear Non-Gaussian Acyclic Model) is provided on this page. It can be used to estimate such a model from own data. Sample applications on economic data using this code were given in the paper A. Moneta, D. Entner, P.O. Hoyer, and A. Coad; Causal Inference by Independent Component Analysis: Theory and Applications (OBES 2013). Software