ARfit
Estimation of parameters and eigenmodes of multivariate autoregressive models.
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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://se.mathworks.com/matlabcentral/fileexchange/174-arfit), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (396 KB)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | Update for compatibility with Matlab 7.2 |
