 Usage:  {beta,s}=varml(x,p)  

 

 Input:



  x                      (p+T x K)-matrix, observations of K-dimensional time series 

                         

  p                      scalar, process order 

                         

 Output:



  beta                   (K x K*p) matrix, ML-estimates of the model parameters. 

                         The lagged parameter matrices are stored as B={B(1),B(2),...,B(p)} 

                         where B(i) is the parameter matrix at lag i. 

                         

  s                      (KxK)-matrix, ML-estimate of covariance matrix of residuals 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

