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 |