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This toolbox is Automatic spectral analysis for Irregular sampling/Missing data, analysis of spectral subbands, Vector Autoregressive modeling and Detection. It requires ARMASA toolbox. This toolbox can be downloaded from the Matlab Central file exch
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自动谱分析：可用于丢失/采样/子束光谱分析；矢量自动迭代，可用于建模，故障诊断；-The applications of this additional toolbox are:
- Automatic spectral analysis for Irregular sampling/Missing data, analysis of spectral subbands,
- Vector Autoregressive modeling and Detection [uses ARMA
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This file contains WinRATS replication files for famous macroeconomic papers. Financial econometrics, structural vector autoregressive models, and other advanced tools for time-series analyses are included.
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this codes compute auroregressive and vector autoregressive model
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论文：Relationship between the trading behavior of three institutional
investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence
suggests that ne
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Wind speed modeling using a vector autoregressive process with a time-dependent intercept term
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针对风电场短期风速的预测提出一种基于小波变换的组合预测方法。首先利用Mallat 算法对短期风速时间序列进行db3 小波三层分解与重构，得到短期风速时间序列的近似分量和细节分量。针对近似分量和细节分量的不同特性，对近似分量利用粒子群算法优化的最小二乘支持向量机进行预测，对细节分量利用自回归求和滑动平均模型进行预测。最后各预测模型预测值组合叠加得到最终的短期风速预测值。仿真结果表明该方法具有较高的预测准确度。-In order to improve short-term wind speed pr
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Threshold Vector Autoregressive Toolbox
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自回归模型，向量自回归模型是AR模型的推广。[1] 这个概念应当区别于金融风险管理的VaR模型。VaR模型是用于衡量市场风险和信用风险的大小，辅助金融机构进行风险管理和监管部门有效监管的工具(Autoregressive model and vector autoregressive model are the extension of AR model)
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基于虑子方法拟合平滑转换向量自回归模型，包含若干分解算法(Fitting smooth transformation vector autoregressive model)
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时变参数向量自回归模型的估计代码以及模型应用方法(Estimation code and application of Time-Varying parameter vector autoregressive model)
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包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
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Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
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使用matlab实现贝叶斯向量自回归模型，可用于经济学中的预测(It can realize Bayesian vector autoregressive model, and it can be used to predict in economics.)
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