 lagged combined time series (up to lag p)</a></li><li><a href="#5">3. Adjust VAR(p) coefficients for exogenous variables, if applicable</a></li><li><a href="#6">4. Set an alternate value (instead of long-term mean) for variables to center around, if applicable</a></li><li><a href="#7">5. Set the constant vector of VAR(p) model such that process is stationary around long-term mean (or alternate value)</a></li><li><a href="#8">6. Compute VAR error and significance measures</a></li></ul></div><h2>Function Syn