VARMAX model loglikelihoods

LLF = vgxloglik(Spec,W) [LLF,CLLF] = vgxloglik(Spec,W)

`vgxloglik`

computes total
and conditional loglikelihoods of a multivariate time series process.

`Spec` | A multivariate time series specification structure for
an |

`W` | Innovations process. |

`LLF` | Total loglikelihood function for |

`CLLF` | Conditional loglikelihoods for |

Was this topic helpful?