Grocer Function

NAME

vare - residuals from a VAR estimation

CALLING SEQUENCE

[resid]=vare(y,nlag,x)

PARAMETERS

Input

Output

DESCRIPTION

Performs vector autogressive estimation and returns only residuals. Old function (but could be useful).

EXAMPLE

r=vare(y,2)

In this example, a VAR is estimated with 2 lags from a matrix of variables y.

AUTHOR

Eric Dubois 2002