Asked by Robert
on 18 Sep 2013

Does the Matlab 'vgxvarx' function assume that the errors of the VAR process follow a Gaussian distribution. If not how is the likelihood calculated.

I have read the documentation but cannot work out if this is the case or not.

Thanks

*No products are associated with this question.*

Opportunities for recent engineering grads.

## 1 Comment

## Jan Simon (view profile)

Direct link to this comment:http://www.mathworks.com/matlabcentral/answers/87596#comment_169877

Just a side-note: I though

isequalwithequalnansis the ugliest function name.vgxvarxis worse.