tax<a name="1"></a></h2><pre class="codeinput"><span class="keyword">function</span> s=getVarParameters_new(Y,k,lag,LTM,exo,newMean)
</pre><p><i>Y</i> : Combined historical time series of Nelson-Siegel yield curve factors and macro variables</p><p><i>k</i> : number of variables in the VAR(p) model</p><p><i>lag</i> : lag of the VAR model, i.e. p</p><p><i>LTM</i> : pre-set vector of each variable's long-term mean, optional input</p><p><i>exo</i> : index of exogenous variable(s), optional input</p><p><i>newMea