def METHOD_NAME():
    R = _create_data_multivariate()
    q = R.shape[1]
    for p in range(1, 4):
        phi = autoregression.estimate_var_params_ols(R[-(p + 1) :], p)
        assert len(phi) == p + 1
        for i in range(len(phi)):
            assert phi[i].shape == (q, q)
        phi = autoregression.estimate_var_params_ols(
            R[-(p + 1) :], p, include_constant_term=True
        )
        assert len(phi) == p + 2
        assert phi[0].shape == (q,)
        for i in range(1, len(phi)):
            assert phi[i].shape == (q, q)
        phi = autoregression.estimate_var_params_ols(
            R[-(p + 2) :], p, include_constant_term=True, d=1
        )
        assert len(phi) == p + 3
        assert phi[0].shape == (q,)
        for i in range(1, len(phi)):
            assert phi[i].shape == (q, q)