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Linear Time Series with MATLAB and OCTAVE

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Cover of 'Linear Time Series with MATLAB and OCTAVE'

Table of Contents

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    Book Overview
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    Chapter 1 Quick Introduction to SSMMATLAB
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    Chapter 2 Stationarity, VARMA, and ARIMA Models
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    Chapter 3 VARMAX and Transfer Function Models
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    Chapter 4 Unobserved Components in Univariate Series
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    Chapter 5 Spectral Analysis
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    Chapter 6 Computing Echelon Forms by Polynomial Methods
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    Chapter 7 Multivariate Structural Models
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    Chapter 8 Cointegrated VARMA Models
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    Chapter 9 Simulation of Common Univariate and Multivariate Models
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    Chapter 10 The State Space Model
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    Chapter 11 SSMMATLAB Examples by Subject
Attention for Chapter 8: Cointegrated VARMA Models
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