vgxget - Get multivariate time series specification parameters

Syntax

ParameterValue = vgxget(Spec,'ParameterName')

Description

ParameterValue = vgxget(Spec,'ParameterName') returns the value ParameterValue of the model specification parameter ParameterName given in the multivariate time series specification structure Spec.

Input Arguments

`Spec`	A multivariate time series specification structure for an n-dimensional time series process, as created by `vgxset`.
`ParameterName`	The parameter of `Spec` whose value is returned by `vgxget`. Specify `ParameterName` as a case-insensitive character string or as a single-element cell array whose contents are a character array. You need only type the leading characters that uniquely identify the parameter.

Output Argument

ParameterValue

The value of ParameterName.

Example

Start with a 2-dimensional VARMA(2, 2) specification structure in Spec:

load vgxexample Spec

Obtain and display the string that contains the description of the model:

Model = vgxget(Spec, 'Model')

Model =

2-D VARMA(2,2) with No Additive Constant

Obtain and display the MA coefficients of the model:

MA = vgxget(Spec, 'MA');
 
MA{:}

ans =

    0.2052   -0.2399
   -0.0882   -0.0617

ans =

   -0.0682    0.0107
   -0.1552   -0.0040