Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: varfc

Macro: varest
Description: computes a VAR estimate

Usage: {b, su} = varest (y, p)
Input:
y 1 x n vector with time series
p number of points which are omitted in the beginning
Output:
b matrix of estimates
su standard deviation

Library: times
See also: varfc

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TTK, 970423
(C) MD*TECH Method and Data Technologies, 28.6.1999