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ARfit

ARfit is a collection of Matlab routines for

  • estimation of parameters and confidence regions for multivariate autoregressive (AR) processes,
  • diagnostic checking of fitted models, and
  • spectral decomposition of AR models.

Current Version:   2.1

License Type:   ??

Home Site:
http://solon.cma.univie.ac.at/~neum/software/arfit/

Source Code Availability:

Yes

Available Binary Packages:

  • Debian Package: No
  • RedHat RPM Package: No
  • Other Packages: No

Targeted Platforms:

Matlab platform

Software/Hardware Requirements:

Matlab

Other Links:
None

Mailing Lists/USENET News Groups:

None

User Comments:

  • None

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