You are an expert in writing code in many different languages. Your goal is to perform code completion for the following code, keeping in mind the rest of the code and the file meta data.
    Metadata details:
    filename: test.m
    path of file: ./repos/malini/Codes/FC_EC_calculation code/DynamicEC/tsa
    
    the code of the file until where you have to start completion: function [x,e,Kalman,Q2] = test(y,p,UC,mode,Kalman)
% Multivariate (Vector) adaptive AR estimation base on a multidimensional
% Kalman filer algorithm. A standard VAR model (A0=I) is implemented. The 
% state vector is defined as X=(A1|A2...|Ap) and x=vec(X')
%
% [x,e,Kalman,Q2] = mvaar(y,p,UC,mode,Kalman)
%
% The standard MVAR model is defined as:
%

    
function [x,e,Kalman,Q2] = test(y,p,UC,mode,Kalman)
% Multivariate (Vector) adaptive AR estimation base on a multidimensional
% Kalman filer algorithm. A standard VAR model (A0=I) is implemented. The 
% state vector is defined as X=(A1|A2...|Ap) and x=vec(X')
%
% [x,e,Kalman,Q2] = mvaar(y,p,UC,mode,Kalman)
%
% The standard MVAR model is defined as:
%
%		y(n)-A1(n)*y(n-1)-...-Ap(n)*y(n-p)=e(n)
%
%	The dimension of y(n) equals s 
%	
%	Input Parameters:
%
% 		y			Observed data or signal 
% 		p			prescribed maximum model order (default 1)
%		UC			update coefficient	(default 0.001)
%		mode	 	update method of the process noise covariance matrix 0...4 ^
%					correspond to S0...S4 (default 0)
%
%	Output Parameters
%
%		e			prediction error of dimension s
%		x			state vector of dimension s*s*p
%		Q2			measurement noise covariance matrix of dimension s x s
%

%       $Id: mvaar.m 5090 2008-06-05 08:12:04Z schloegl $
% 	Copyright (C) 2001-2002 Christian Kasess  
% 	Copyright (C) 2003, 2008 Alois Schloegl    
%
%    This program is free software: you can redistribute it and/or modify
%    it under the terms of the GNU General Public License as published by
%    the Free Software Foundation, either version 3 of the License, or
%    (at your option) any later version.
%
%    This program is distributed in the hope that it will be useful,
%    but WITHOUT ANY WARRANTY; without even the implied warranty of
%    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%    GNU General Public License for more details.
%
%    You should have received a copy of the GNU General Public License
%    along with this program.  If not, see <http://www.gnu.org/licenses/>.


if nargin<4,
        mode=0;
end