Estimate VARMA matrices coefficient using Econometrics Toolbox.

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Tomer Ben Asher
Tomer Ben Asher 2021 年 9 月 4 日
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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