Estimation of parameters and eigenmodes of multivariate autoregressive models. in matlab

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 NameSize
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