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arconf

于 2013-01-25 发布文件大小:1KB

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For an AR(p) model that has been fitted with ARFIT, [Aerr,werr]=ARCONF(A,C,w,th) computes the margins of error Aerr and werr such that (A +/- Aerr) and (w +/- werr) are approximate 95 confidence intervals for the elements of the coefficient matrix A and for the components of the intercept vector w. The input arguments of ARCONF are output of AR.

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