| Library: | times |
| See also: | varfc |
| Macro: | varest | |
| Description: | computes a VAR estimate |
| Usage: | {b, su} = varest (y, p) | |
| Input: | ||
| y | 1 x n vector with time series | |
| p | number of points which are omitted in the beginning | |
| Output: | ||
| b | matrix of estimates | |
| su | standard deviation | |
| Library: | times |
| See also: | varfc |