Vector Autoregressive model matlab R2015a

I would like to estimate a VAR(p) model with matlab, the command "Mdl=varm" is not defined in matlab R2015a. Can i have a code/function a way to estimate VAR(p)?

Antworten (0)

Kategorien

Gefragt:

am 13 Mär. 2018

Community Treasure Hunt

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

Start Hunting!

Translated by