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(To be removed) Infer `VARMAX`

model
residuals

`vgxinfer`

will be removed in a future release.
Use `infer`

instead.

[W,logL] = vgxinfer(Spec,Y) [W,logL] = vgxinfer(Spec,Y,X,Y0,W0)

`vgxinfer`

infers the residuals from observations
of a multivariate time series process specified by a `VARMAX`

model.

`Spec` | A model specification structure for a multidimensional `VARMAX` time
series process, as produced by `vgxset` or `vgxvarx` . |

`Y` | Response data. `Y` is a matrix or a 3-D array.
If `Y` is a -by-numObs matrix,
it represents numDims observations of a single path
of a numObs-dimensional time series. If numDims`Y` is
a -by-numObs-by-numDims array,
it represents numPaths observations of numObs paths
of a numPaths-dimensional time series. Observations
across paths are assumed to occur at the same time. The last observation
is assumed to be the most recent.numDims |

`X` | Exogenous data. `X` is a cell vector or a
cell matrix. Each cell contains a -by-numDims design
matrix numX`X(` so that, for some ,
b`X(` * is
the regression component of a single b-dimensional
observation numDims`Y(` at time .
If t`X` is a -by-1 cell vector,
it represents one path of the explanatory variables. If numObs`X` is
a - by-numObs cell
matrix, it represents numXPaths paths of the explanatory
variables. If numXPaths`Y` has multiple paths, `X` must
contain either a single path (applied to all paths in `Y` )
or at least as many paths as in `Y` (extra paths
are ignored). |

`Y0` | Presample response data. `Y0` is a matrix
or a 3-D array. If `Y0` is a -by-numPresampleYObs matrix,
it represents numDims observations of
a single path of a numPresampleYObs-dimensional time series.
If numDims`Y0` is a -by-numPresampleYObs-by-numDims array,
it represents numPreSampleYPaths observations of numPresampleYObs
paths of a numPreSampleYPaths-dimensional time series. If numDims`Y0` is
empty or if is less than the
maximum numPresampleYObs`AR` lag in `Spec` , presample
values are padded with zeros. If is
greater than the maximum numPresampleYObs`AR` lag, the most recent
samples from the last rows of each path of `Y0` are
used. If `Y` has multiple paths, `Y0` must
contain either a single path (applied to all paths in `Y` )
or at least as many paths as in `Y` (extra paths
are ignored). |

`W0` | Presample innovations data. `W0` is a matrix
or a 3-D array. If `W0` is a -by-numPresampleWObs matrix,
it represents numDims observations of
a single path of a numPresampleWObs-dimensional time series.
If W0 is a numDims-by-numPresampleWObs-by-numDims array,
it represents numPreSampleWPaths observations of numPresampleWObs
paths of a numPreSampleWPaths-dimensional time series. If numDims`W0` is
empty or if is less than the
maximum MA lag in Spec, presample values are padded with zeros. If numPresampleWObs is
greater than the maximum numPresampleWObs`MA` lag, the most recent
samples from the last rows of each path of `W0` are
used. If `Y` has multiple paths, `W0` must
contain either a single path (applied to all paths in `Y` )
or at least as many paths as in `Y` (extra paths
are ignored). |

`W` | Residuals, the same size as `Y` . |

`LogL` | 1-by- vector containing the total
loglikelihood of the response data in each path of numPaths`Y` . |

Y = vgxproc(Spec,W1,X,Y0,W0); W2 = vgxinfer(Spec,Y,X,Y0,W0); `W2` that is identical to `W1` .
Differences can appear if the process in `Spec` fails
to be either stable or invertible. |

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