What are the Matlab 'vgxvarx' error distributions?

1 回表示 (過去 30 日間)

Robert 2013 年 9 月 18 日

Does the Matlab 'vgxvarx' function assume that the errors of the VAR process follow a Gaussian distribution. If not how is the likelihood calculated.

I have read the documentation but cannot work out if this is the case or not.

Thanks

Jan 2013 年 9 月 19 日

Just a side-note: I though isequalwithequalnans is the ugliest function name. vgxvarx is worse.

MATLAB Environment and Settings Startup and Shutdown

Help Center および File Exchange で Startup and Shutdown についてさらに検索

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by