Inverting VAR parameter into MA parameters

A function to invert vector autoregressive model parameters into moving average model parameters.

Version 1.0.0 (1.36 KB)
343 Downloads
(0)
1 Jan 2012
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    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Paolo Zagaglia (2026). Inverting VAR parameter into MA parameters (https://in.mathworks.com/matlabcentral/fileexchange/34409-inverting-var-parameter-into-ma-parameters), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Conditional Mean Models in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more