

    \filetitle{lrtest}{Likelihood ratio test for VAR models}{VAR/lrtest}

	\paragraph{Syntax}

\begin{verbatim}
[Stat,Crit] = lrtest(V1,V2,Level)
\end{verbatim}

\paragraph{Input arguments}

\begin{itemize}
\item
  \texttt{V1} {[} VAR {]} - Unrestricted VAR model.
\item
  \texttt{V2} {[} VAR {]} - Restricted VAR model.
\item
  \texttt{Level} {[} numeric {]} - Significance level; if not specified,
  5 percent significance is used, \texttt{Level=0.05}.
\end{itemize}

\paragraph{Output arguments}

\begin{itemize}
\item
  \texttt{Stat} {[} numeric {]} - LR test stastic.
\item
  \texttt{Crit} {[} numeric {]} - LR test critical value based on
  chi-square distribution.
\end{itemize}

\paragraph{Description}

\paragraph{Example}


