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When I run this code in Matlab, the command window say this: Undefined function 'VAR_OLS' for input arguments of type 'double'. Error in Q2 (line 29) [AR_3d,Chol_Var] = VAR_OLS(Z,pp,1,[]);

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John D'Errico
John D'Errico on 16 Jul 2016
I'm sorry. Do you expect anyone to actually read that image as pasted in? How can you hope for an answer with only that information?
Apparently you do not have a function called VAR_OLS. But MATLAB already told you that.

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Accepted Answer

Stalin Samuel
Stalin Samuel on 16 Jul 2016
Make sure that file "VAR_OLS" is available in your working directory
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