% vector autoregressive function library -- Jim LeSage%%   %             becm : performs Bayesian error correction model estimation%           becm_d : demonstrate the use of becm%           becm_g : Gibbs sampling estimates for Bayesian error correction %          becm_gd : An example of using becm_g(), %            becmf : estimates a Bayesian error correction model of order n%          becmf_d : demonstrate the use of becmf%          becmf_g : Gibbs sampling forecasts for Bayesian error %         becmf_gd : An example of using becmf_g(), %             bvar : Performs a Bayesian vector autoregression of order n%           bvar_d : An example of using bvar(), %           bvar_g : Gibbs sampling estimates for Bayesian vector %          bvar_gd : An example of using bvar_g(), %            bvarf : Estimates a Bayesian vector autoregression of order n%          bvarf_d : An example of using bvarf(), %          bvarf_g : Gibbs sampling forecasts for Bayesian vector %         bvarf_gd : An example of using bvarf_g(), %              ecm : performs error correction model estimation%            ecm_d : demonstrate the use of ecm()%             ecmf : estimates an error correction model of order n%           ecmf_d : demonstrate the use of ecmf%              irf : Calculates Impulse Response Function for VAR%            irf_d : An example of using irf%           irf_d2 : An example of using irf%          lrratio : performs likelihood ratio test for var model%        lrratio_d : demonstrate the use of lrratio()%        make_html : makes HTML verion of contents.m files for the Econometrics Toolbox%           pftest : prints VAR model ftests%         pftest_d : An example of using pftest%         pgranger : prints VAR model Granger-causality results%          plt_var : plots VAR model actual vs predicted and residuals%         plt_varg : Plots Gibbs sampled VAR model results%          prt_var : Prints vector autoregressive models output%         prt_varg : Prints vector autoregression output%             recm : performs Bayesian error correction model estimation%           recm_d : demonstrate the use of recm%           recm_g : Gibbs sampling estimates for Bayesian error correction %          recm_gd : An example of using recm_g function%            recmf : Estimates a Bayesian error correction model of order n%          recmf_d : An example of using recmf(), %          recmf_g : Gibbs sampling forecasts for Bayesian error correction %         recmf_gd : An example of using recmf_g function%             rvar : Estimates a Bayesian vector autoregressive model %           rvar_d : An example of using rvar() function%           rvar_g : Gibbs estimates for a Bayesian vector autoregressive %          rvar_gd : An example of using rvar_g function%            rvarb : Estimates a Bayesian vector autoregressive model %            rvarf : Estimates a Bayesian autoregressive model of order n%          rvarf_d : An example of using rvarf(), %          rvarf_g : Gibbs forecasts for a Bayesian vector autoregressive %         rvarf_gd : An example of using rvarf_g(), %             svar : svar verifies the identification conditions for a given structural form%           svar_d : An example of using svar                                               %              var : performs vector autogressive estimation%            var_d : An example of using var, pgranger, prt_var,plt_var%             varf : estimates a vector autoregression of order n%           varf_d : An example of using varf(),