ARDLM—State space system matrices for an AR process

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

ARDLM—State space system matrices for an AR process

Unread post by TomDoan »

@ARDLM generates the state-space system matrices for a univariate autoregressive process whose lag coefficients are provided in a VECTOR.

Detailed Description


Last bumped by TomDoan on Thu Aug 14, 2025 1:35 pm.
Top
Post Reply

Return to “RATS Procedures”