Rank: 1591 based on 39 downloads (last 30 days) and 1 file submitted
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Tapio Schneider

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California Inst of Technology

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17 Jul 2006 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider confidence intervals, statistics, estimation, probability, multivariate, autoregressive 39 1
  • 5.0
5.0 | 7 ratings
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13 May 2009 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider Schwalm, C
06 Sep 2006 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider Beda, Alessandro

Good software, however I think I found a bug in 'arres.m', that leads to output "NaN" as significance level. This is related to the fact that the first values of the computed residuals are NaNs. To correct the bug change line 53 wit h the following: res=res(p+1:end,:)-ones(n-p,1)*nanmean(res);
27 Apr 2006 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider Grinsted, Aslak
28 Mar 2006 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider xiaoyan, ji
18 Jun 2005 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider Wu, Wei
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autoregressive, confidence intervals, estimation, multivariate, probability
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17 Jul 2006 ARfit Estimation of parameters and eigenmodes of multivariate autoregressive models. Author: Tapio Schneider confidence intervals, statistics, estimation, probability, multivariate, autoregressive 39 1
  • 5.0
5.0 | 7 ratings

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