"keyword">if</span> nargin &lt; 5
  exo = [];
<span class="keyword">end</span>

<span class="comment">%If no alternate mean vector set for newMean, that variable is NULL</span>
<span class="keyword">if</span> nargin &lt; 6
    newMean = [];
<span class="keyword">end</span>
</pre><h2>2. Estimate coefficients of VAR(p) model (excluding the constants), by regressing the combined time series of historical variables on their lagged combined time series (up to lag p)<a name="4"></a></h2><p>Variables for regressio