File list (Check if you may need any files):
DefaultEstnOptions.m
FCVAR-Matlab-v1.2.pdf
FCVARestn.m
FCVARmodel.m
FCVARtools
..........\AdjustEstnOptions.m
..........\CharPolyRoots.m
..........\FCVARhess.m
..........\FCVARlike.m
..........\FracDiff.m
..........\FreeParams.m
..........\FullFCVARlike.m
..........\GetParams.m
..........\GetParamsSwitching.m
..........\Lbk.m
..........\SEmat2vec.m
..........\SEvec2mat.m
..........\TransformData.m
GetResiduals.m
RankTests.m
RestrictEstnOptions.m
TheDanishData.csv