jeffwong/fastVAR — pull request #28 by jeffwong (2013-01-30 18:47:25+00:00)
Title: allow lag 0 on exogenous variables

Allow lag 0 on exogenous variables, so a VARX(p,b) models y_t on x_t, x_{t-1} ... x_{t-b}, giving (b+1) * ncol(x) exogenous predictor variables