VAR_mod function

Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)

VAR_mod(y, p = 1, type = c("const", "trend", "both", "none"),
  season = NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ",
  "SC", "FPE"))

Arguments

• y, p, type, season, exogen, lag.max, ic: see VAR function

Returns

a Vector Auto-Regeressive model (VAR) as varest object