# General matrix notation of a VAR(p)

**separate page**

This page shows the details for different matrix notations of a vector autoregression process with k variables.wikipedia

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### Vector autoregression

**VARvector autoregressive modelstructural VAR estimation**

This page shows the details for different matrix notations of a vector autoregression process with k variables.

Details of the matrices are in a separate page.

### Ordinary least squares

**OLSleast squaresOrdinary least squares regression**

One can then solve for the coefficient matrix B (e.g. using an ordinary least squares estimation of ).

### List of statistics articles

**List of statistical topicsList of statistics topicsIndex of statistics articles**

### Variance decomposition of forecast errors

**Variance decompositionforecast error variance decompositions**

This can be changed to a VAR(1) structure by writing it in companion form (see general matrix notation of a VAR(p))