Get VARMAX model specification parameters


ParameterValue = vgxget(Spec,'ParameterName')


ParameterValue = vgxget(Spec,'ParameterName') returns the value ParameterValue of the model specification parameter ParameterName given in the multivariate time series specification structure Spec.

Input Arguments


A multivariate time series specification structure for an n-dimensional time series process, as created by vgxset.


The parameter of Spec whose value is returned by vgxget. Specify ParameterName as a case-insensitive character string or as a single-element cell array whose contents are a character array. You need only type the leading characters that uniquely identify the parameter.

Output Arguments


The value of ParameterName.


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Set VARMA Model Parameters to a Variable

Start with a 2-dimensional VARMA(2, 2) specification structure in Spec:

load Data_VARMA22

Obtain and display the string that contains the description of the model:

Model = vgxget(Spec, 'Model')
Model =

2-D VARMA(2,2) with No Additive Constant

Obtain and display the MA coefficients of the model:

MA = vgxget(Spec, 'MA');
ans =

    0.2052   -0.2399
   -0.0882   -0.0617

ans =

   -0.0682    0.0107
   -0.1552   -0.0040

See Also

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