Yes
Details below

No

No

Convert VARMA specification into a pure vector autoregressive (VAR) model

Count restricted and unrestricted parameters in VAR or VARX models

Display VGX model parameters and standard errors in different formats

Get multivariate time-series specification parameters

Infer innovations of a VGX process

Compute conditional log-likelihoods of VGX process

Convert VARMA specification into a pure vector moving average (VMA) model

Plot multivariate time series process

Generate transient response of VGX process during a specified forecast period

Generate a VGX process from an innovations process

Determine if a VGX process is stable and invertible

Set or modify multivariate time-series specification parameters

Simulate VGX processes

Solve VAR or VARX model using maximum likelihood estimation