The following Matlab project contains the source code and Matlab examples used for estimation of parameters and eigenmodes of multivariate autoregressive models. .
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.
The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.
Project Files:
| File Name | Size |
|---|---|
| acf.m | 2739 |
| adjph.m | 1094 |
| arconf.m | 2251 |
| ardem.m | 8952 |
| arfit.m | 5704 |
| arfit.pdf | 319379 |
| arfit_alg.pdf | 194725 |
| armode.m | 7103 |
| arord.m | 3167 |
| arqr.m | 2739 |
| arres.m | 2944 |
| arsim.m | 3370 |
| CHANGES | 3076 |
| index.html | 8208 |
| tquant.m | 1829 |
