ARDLM—State space system matrices for an AR process

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

ARDLM—State space system matrices for an AR process

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

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