Estimate VARMA matrices coefficient using Econometrics Toolbox.

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Tomer Ben Asher on 4 Sep 2021

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signals.mat

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.

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