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vgxget

Get VARMAX model 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 vector or as a single-element cell array whose contents is a character vector. You need only type the leading characters that uniquely identify the parameter.

Output Arguments

ParameterValue

The value of ParameterName.

Examples

collapse all

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

load Data_VARMA22

Obtain and display 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

See Also

Introduced in R2008b

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