Calculate the VAR model and apply restrictions
This function calls the
vars::var function to calculate the VAR model and applies restrictions if needed. We set the intercept to 1 for restricted equations because calculations go wrong otherwise (this is a bug in the vars library).
A numeric matrix of endogenous data.
A nonnegative integer specifying the lag length of the model. Specifying 0 for the lag results in calculating a lag 1 model with all lag-1 terms restricted.
varest object with the VAR estimation result.
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