Estimate VARMA matrices coefficient using Econometrics Toolbox.

9 次查看（过去 30 天）
Tomer Ben Asher
Tomer Ben Asher 2021-9-4
Hello,
I have 4 output signals for example and i want you use VARMA(4,3) to estimate the matrices coefficients in the following equeation,
How i need to use VARMA to estimate the matrices coefficients?
Thanks in advance.

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by