title: Using Vector AutoRegression VAR in statsmodels
body: <p>I am trying to run a VAR model with the following script. </p>
  
  <pre><code>import statsmodels
  import statsmodels.tsa.api as sm
  from statsmodels.tsa.api import VAR
  
  tsBitcoin_frame = tsBitcoin.to_frame()
  tsSP500_frame = tsSP500.to_frame()
  forVar = [tsBitcoin_frame, tsSP500_frame]
  dataForVar = pd.concat(forVar, axis =1)
  
  model = VAR(dataForVar)    
  results = model.fit(2)
  results.summary()
  </code></pre>
  
  <p>However python is giving me the following error "name 'VAR' is not defined"</p>
  
  <p>I am using statsmodels version 0.8.0. I even tried using command sm.VAR instead VAR but then python wouldn't print the statistics of VAR model. Does anyone know why this is happening, how can I solve it or how can implement the VAR model in python? Thanks!</p>