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

this codes compute auroregressive and vector autoregressive model

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)

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.)