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ARfit: MATLAB Tool for Multivariate AR Models by Kush Kumar Singh is a document available to read on EtoBox.

What is ARfit: MATLAB Tool for Multivariate AR Models about?

This document describes ARfit, a collection of Matlab routines for modeling multivariate time series data using autoregressive (AR) models. ARfit provides tools for model identification, including statistics for selecting the model order, algorithms for parameter estimation, modules for diagnostic checking, and routines for spectral analysis of fitted models. It is designed to enhance the time series analysis capabilities of Matlab.

Author

Kush Kumar Singh

Language

EN