View in: Documentation
Create a three-dimensional VAR(4) model with unknown parameters using varm and the shorthand syntax. Then, this example shows how to adjust parameters of the created model using dot
Assess whether a multivariate time series has multiple cointegrating relations using the Johansen test.
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window.
Web browsers do not support MATLAB commands.
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries