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]

==

The Science & Engineering Scout Report is published every other Wednesday by
the Internet Scout Project, located in the University of Wisconsin-Madison's
Department of Computer Sciences.


Copyright Susan Calcari,1997. Permission is granted to make and
distribute verbatim copies of the Science & Engineering Scout Report
provided the copyright notice and this paragraph is preserved on all
copies. The InterNIC provides information about the Internet to the US
research and education community under a cooperative agreement with the
National Science Foundation: NCR-9218742. The Government has certain
rights in this material.

Any opinions, findings, and conclusions or recommendations expressed in
this publication are those of the author(s) and do not necessarily
reflect the views of the University of Wisconsin - Madison, the National
Science Foundation, AT&T, or Network Solutions, Inc.

---

go back to the search
go back to the Scout page
go back to the title list
go back to the main page
spunge@spunge.org
Added: 10-25-97
http://anduin.eldar.org/~ben/scout/html/477.html