ARMAsel for Irregular or Missing Data
Version 1.3.0.0 (27.2 KB) by
Piet M T Broersen
Spectral and Autocorrelation Analysis with automatic selection from AR, MA and ARMA models
Accurate estimates of the autocorrelation function or the power spectrum can be obtained with a parametric model (AR, MA or ARMA). With automatic inference, not only the model parameters but also the model structure are determined from the given data. It is assumed that the ARMASA and the Automatic Spectral Analysis toolboxes are present.
Cite As
Piet M T Broersen (2024). ARMAsel for Irregular or Missing Data (https://www.mathworks.com/matlabcentral/fileexchange/18429-armasel-for-irregular-or-missing-data), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2006b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
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