# Example - Four-dimensional VAR model install.packages("vars") library("vars") data("Canada") summary(Canada) plot(Canada) VARselect(Canada, lag.max = 8) fit = VAR(Canada, p = 1) summary(fit) plot(fit) ser11 = serial.test(fit, lags.pt = 16, type = "PT.asymptotic") ser11$serial norm1 = normality.test(fit) norm1$jb.mul