 licensed under the 3-Clause BSD License found in the LICENSE file in the root directory of this source tree.</tt></p><p>This function computes the parameters of a VAR(p) model based on historical data, with the specified settings</p><!--/introduction--><h2>Contents</h2><div><ul><li><a href="#1">Function Syntax</a></li><li><a href="#3">1. Set up</a></li><li><a href="#4">2. Estimate coefficients of VAR(p) model (excluding the constants), by regressing the combined time series of historical variables on their