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[E,V] =
infer(Mdl,Y)
[E,V,logL]
= infer(Mdl,Y)
[E,V,logL] = infer(Mdl,Y,Name,Value)
[E,V] = infer(Mdl,Y) infers residuals and conditional variances of a univariate ARIMA model fit to data Y.
[E,V,logL] = infer(Mdl,Y) additionally returns the loglikelihood objective function values.
[E,V,logL] = infer(Mdl,Y,Name,Value) infers the ARIMA or ARIMAX model residuals and conditional variances, and returns the loglikelihood objective function values, with additional options specified by one or more Name,Value pair arguments.
Mdl 
arima model created using arima or estimate. The input model cannot contain NaNs. 
Y 
Column vector or numObsbynumPaths matrix of response data. infer infers the residuals and variances of Y. Y represents the time series characterized by Mdl, and is the continuation of the presample series Y0. The last observation of any series is assumed to be the most recent. If Y is a column vector, then it represents one path of the underlying series. If Y is a matrix, then it represents numObs observations of numPaths paths of an underlying time series. infer assumes that observations across any row occur simultaneously. The last observation of any series is the most recent. 
Specify optional commaseparated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.
Notes

[1] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. Time Series Analysis: Forecasting and Control 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.
[2] Enders, W. Applied Econometric Time Series. Hoboken, NJ: John Wiley & Sons, 1995.
[3] Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994.
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