(To be removed) Generate
responses from innovations
vgxproc will be removed in a future release.
[Y,logL] = vgxproc(Spec,W) [Y,logL] = vgxproc(Spec,W,X,Y0,W0)
vgxproc generates model responses using
known innovations and a
VARMAX model specification.
To generate responses with simulated innovations, use
To generate responses with zero-valued innovations, use
|A model specification structure for a multidimensional |
|Innovations data, as produced by |
|Exogenous data. |
|Presample response data. |
|Presample innovations data. |
|Response data, the same size as |
|1-by-numPaths vector containing the total
loglikelihood of the response data in each path of |
complementary. For example, given a specification structure
a stable and invertible process and an innovations process
Y = vgxproc(Spec,W1,X,Y0,W0); W2 = vgxinfer(Spec,Y,X,Y0,W0);
W2that is identical to
W1. Differences can appear if the process in
Specfails to be either stable or invertible.