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version (396 KB) by Tapio Schneider
Estimation of parameters and eigenmodes of multivariate autoregressive models.


Updated 17 Jul 2006

No License

ARfit is a collection of Matlab modules for

* estimating parameters of multivariate autoregressive (AR) models,

* diagnostic checking of fitted AR models, and

* analyzing eigenmodes of fitted AR models.

Cite As

Tapio Schneider (2021). ARfit (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux
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