I have been developing a Matlab-based Toolbox, titled: Fkitdilu. It stands for Vietnamese words: "Fương Kinh Tế Dịnh Lượng", which means "Fuong Quantitative Economics" in English. Accordingly, the primary purpose of this toolbox enables people with no computer programming skills to develop and estimate the family of the Bayesian Vector Autoregression (BVAR) models. This Matlab-based toolbox can be run with both the Window and IOS Systems. Currently, it is under construction for the macOS High Sierra Operation system and a fully-functional version can be published soon. A preliminary version can estimate a VAR model by the Ordinary Least Square (OLS) technique. The estimated VAR model can be used for macroeconomic policy analysis and forecasting. The impulse response functions (IRFs), forecasting error variance decomposition (FEVD), and historical decomposition (HD) techniques can be computed. However, it has not computed the optimal lag length for the VAR model yet. This feature is under construction. The code for the OLS-VAR model can be downloaded directly from my repository on the Github site as the following link.
https://github.com/phuongvnguyen/Fkitdilu