ARfit: All Files - File Exchange

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[Aerr, werr]=arconf(A, C, w, ... ARCONF Confidence intervals for AR coefficients.
[R, scale]=arqr(v, p, mcor) ARQR QR factorization for least squares estimation of AR model.
[]=acf(x, k, caption) ACF Plot of sample autocorrelation function.
[siglev,res]=arres(w,A,v,k) ARRES Test of residuals of fitted AR model.
[v]=arsim(w,A,C,n,ndisc) ARSIM Simulation of AR process.
[w, A, C, sbc, fpe, th]=arfit... ARFIT Stepwise least squares estimation of multivariate AR model.
armode(A, C, th) ARMODE Eigendecomposition of AR model.
arord(R, m, mcor, ne, pmin, p... ARORD Evaluates criteria for selecting the order of an AR model.
ox=adjph(x) ADJPH Normalization of columns of a complex matrix.
t=tquant(n, p) TQUANT Quantiles of Student's t distribution
ardem.m
ARfit: Fitting Multivariate A...
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from ARfit by Tapio Schneider
Estimation of parameters and eigenmodes of multivariate autoregressive models.

All files for ARfit
/CHANGES /acf.m /adjph.m /arconf.m /ardem.m /arfit.m /arfit.pdf /arfit_alg.pdf /armode.m /arord.m /arqr.m /arres.m /arsim.m /index.html /tquant.m