VAR without intercept

[sean123]

Hi,

How do I estimate a VAR model without an intercept? In the following code, all three models are equivalent.

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create u 100 rndseed 1 series y=nrnd series x=nrnd var v1.ls 1 2 x y var v2.ls 1 2 x y @ var v3.ls 1 2 x y @ c

Nothing following the endogenous variables or @ followed by nothing would be my guess, but that doesn't seem to be working. It is particularly peculiar considering that the estimation procedure in the representation of a 'manually' estimated model (i.e. one estimated by clicking) is:

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LS 1 2 X Y

[EViews Gareth]

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var v1.ls(noconst) 1 2 x y