ARfit

Version 1.0.0.0 (396 KB) by Tapio Schneider
Estimation of parameters and eigenmodes of multivariate autoregressive models.
5.0
(7)
9.2K Downloads
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 (2024). ARfit (https://www.mathworks.com/matlabcentral/fileexchange/174-arfit), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Conditional Mean Models in Help Center and MATLAB Answers
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0

Update for compatibility with Matlab 7.2