
% |Copyright (C) 2017, Bank of Canada|
%
% |This source code is licensed under the 3-Clause BSD License found in the
% LICENSE file in the root directory of this source tree.|
%
% This function computes the parameters of a VAR(p) model based on historical data, with the specified settings  

%% Function Syntax
function s=getVarParameters_new(Y,k,lag,LTM,exo,newMean)
%%
% _Y_ : Combined historical time series of Nelson-Siegel yield curve factors and macro variables
%
% _k_ : number of variables in the VAR(p