Re: AR model parameters estimation

[Riccardo Corradini]

Hi Stefano!

Yes I can.

Just have look at spatial econometric toolbox of Prof. James P. LeSage (http://www.spatial-econometrics.com/).

Most of the routines can be used by GNU Octave 3.4.x series.

You may also use these routines and extend them for your aims.

Bests regards

Riccardo Corradini

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Da: Stefano Lori <address@hidden>
A: address@hidden
Inviato: Lunedì 23 Maggio 2011 19:31
Oggetto: AR model parameters estimation

Dear Octave staff,

I'm an italian student from Engineering Faculty in Florence, Italy.
I'm new to signal processing and I'm figuring out how to estimate parameters for a AR model identification.

I installed Octave extension for time series but I'd like to know how to program the API to extract parameters.

Please, could you suggest some link to learn how to use the Octave code for time series?

Thank you,
~Stefano Lori

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