ARfit

Version 1.0.0.0 (396 KB) by Tapio Schneider
Estimation of parameters and eigenmodes of multivariate autoregressive models.
5.0
(7)
9.4K Downloads
Updated 17 Jul 2006

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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 (2026). ARfit (https://nl.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
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Version Published Release Notes
1.0.0.0

Update for compatibility with Matlab 7.2