Description Usage Arguments Value Examples

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).

1 |

`endo_matrix` |
A numeric matrix of endogenous data. |

`exo_matrix` |
Either |

`lag` |
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. |

A `varest`

object with the VAR estimation result.

1 2 3 |

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