 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, 17.8.2000
