| var | var computes the variance of the elements of an array regarding a given dimension. |
| varest | computes a VAR estimate |
| varfc | computes one step forecast for a VAR-model |
| variableinfo | gives general information concerning the name, the type and the number of NaNs in each variable of the dataset and shows if the variables and cases are in/excluded. |
| varml | |
| varorder | standard selection criteria for Full VAR models |
| varunls | computes the unconstrained least squares estimates of the model parameters (B), residuals (u), variance-covariance matrix of the residuals (s), and autocovariance matrix of the time series (g) of a K-dimensional VAR(p) model with/ without intercept |
| vec | vec reshapes all given arguments into a vectors and concatenates them into a single vector which is returned. |
| vec2mat | stores the values of a vector into the upper triangle of a symmetric matrix regarding the sequence described in agglom |
| vertestb | tests all libraries. Similar to vertestl but without menu. |
| vertestl | tests all libraries. |
| vertestn | |
| volatilam | |
| volatility |