GARCH Tool by Phil Goddard

User Interface for fitting and evaluating a generic GARCH model using the Econometrics Toolbox. (garch, ar, ma)

GARCHTool

2D AR and 2D ARMA parameters estimation by Simona Maggio

Algorithms for 2D AR and 2D ARMA parameters estimation. (arma, ar, parameters)

ar2d(x,k1,k2)

arma2d(x,p1,p2,q1,q2,varargin)

inv_ar2d(x,Ab,p1,p2)

ARFIMA simulations by Simone Fatichi

Time series simulation with ARFIMA models. (arfima, time series, statistics)

ARFIMA_SIM(N,F,O,d,stdx,er)

Automatic Spectral Analysis by Stijn de Waele

Automatic spectral analysis for irregular sampling/missing data, analysis of spectral subband. (arma, armasel, vector ar)

(X+X')/2; end % end lyap

90*ceil(max(phase)/90); try, axis(xx), end clear fiab fs...

ARMLfit(rcs,ng,xg,rc0,lag_max)

Pole-Zero plot by Zhihua He

Better looking Pole-Zero plot. (polezero, ar, dsp)

PZ_plot(Mode,a,b);

Windowed Burg algorithms by Juan de la Torre Peláez

An evolution of the classic Burg algorithm which window the errors. (spectral analysis, burg, ar)

arburgw( x, p, ventana)

pburgw( x, p, nfft, ventana, Fs)