O = BVAR.user(Y0,K0,Y1,G1)
Y0
[ numeric ] - Column-wise prior dummy observations on the LHS.
K0
[ numeric ] - Column-wise prior dummy observations on the RHS constant.
Y1
[ numeric ] - Column-wise prior dummy observations on the RHS lagged variables.
G1
[ numeric ] - Column-wise prior dummy observations on the RHS coefficients on the co-integrating vector.
O
[ bvarobj ] - BVAR object that can be passed into the VAR/estimate
function.