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Main analysis tools for VAR are Johnson Cointegration
Var is an econometric model used for time series analysis. The VAR invovles carrying out some test such as the test of unit root, test of co-integration, running the error correctio model if co-integration exist or running the unrestricted var if co-integration does not exist. The last is involves running the diagnostic check to test for serial correlation. heteroskedasity and nomality.
