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ARfit: Fitting Multivariate Autoregressive Models
Link Details for:
ARfit: Fitting Multivariate Autoregressive Models
Link Title:
ARfit: Fitting Multivariate Autoregressive Models
Link URL:
http://www.gps.caltech.edu/~tapio/arfit/
Link Details:
Offers functions for estimating parameters of multivariate autoregressive (AR) models, diagnostic checking of fitted models, and analyzing eigenmodes.
Category:
Top : Science : Math : Software : MATLAB
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Link Details for: ARfit: Fitting Multivariate Autoregressive Models
