This collection of Matlab routines, provided by Tapio Schneider of the
Atmospheric and Oceanic Sciences Department at Princeton University, was
created for the purpose of "estimation of parameters and confidence regions
for multivariate autoregressive (AR) processes, diagnostic checking of
fitted models,and spectral decomposition of AR models."  The abstracts for
the papers on which the routines are based are available at the site. ARfit
may be used by copying the collection of routines into a directory
accessible by Matlab. The descriptions of the ARfit files, including their
code, are available through direct links at the site.  Also included are
PostScript copies of the two reference papers. [KH]