var括号内是滞后阶数,具体选择几阶,可以结合检验准则选取,
varbasic fits a basic vector autoregressive (VAR) model and graphs the impulse-response functions (IRFs), the orthogonalized impulse-response functions (OIRFs), or the forecast-error variance decompositions (FEVDs).
var fits a multivariate time-series regression of each dependent variable on lags of itself and on lags of all the other dependent variables. var also fits a variant of vector autoregressive (VAR) models known as the VARX model, which also includes exogenous variables. See [TS] var intro for a
list of commands that are used in conjunction with var.