![]() The result has the same dimensions as ma. Return value Returns the residual from applying the ARMA( p, q) filter Returnsįor (i = 0 i = p+ q cp in: int, no of AR coefficients (could be 0)Ĭq in: int, no of MA coefficients (could be 0) Return value Returns a ( ilag+1) by n matrix with the autocorrelationįunction of the columns of ma up to lag ilag. Ilag in: int, the highest lag, if >= T then T-1 is used Ox function reference Contents Index Summary Citation DoornikĪcf acos any va arma0 armaforc armagen armavar asin atan bessel betafunc binand binor cabs cdiv ceil choleski cmul columns constant correlation cos cosh countc countr csqrt cumprod cumsum cumulate date decldl decldlband declu decsvd deletec deleter deleteifc deleteifr densbeta denschi densf densgamma densmises densn denst determinant diag diagonal diagonalize diff0 diff0pow double eigen eigensym eprint exit exp fabs fclose feof fft floor fmod fopen format fprint fread fscan fsize fseek fuzziness fwrite gammafunc idiv imod int invert inverteps invertsym isarray isclass isdotfeq isdotnan isdouble isfeq a ismatrix isnan lag0 limits loadmat log log10 logdet loggamma lower matrix max MaxBFGS MaxControl MaxControlEps MaxConvergenceMsg MaxSimplex meanc meanr min nullspace Num1Derivative Num2Derivative NumJacobian ols2c ols2r olsc olsr ones oxversion pacf periodogram polydiv polygamma polymake polymul polyroots print probbeta probchi probf probgamma probmises probn probt prodc prodr quanbeta quanchi quanf quangamma quanmises quann quant quantilec quantiler ranbeta ranbinomial ranchi ranexp ranf rangamma range rank ranmises rann ranpoisson ranseed rant ranu reflect reshape reversec reverser round rows savemat scan selectc selectr selectifc selectifr setdiagonal setlower setupper shape sin sinh sizeof solveldl solveldlband solvelu solvetoeplitz sortbyc sortbyr sortc sortr spikes spline sprint sprintbuffer sqr sqrt sscan standardize strfind string strlwr strupr submat sumc sumr sumsqrc sumsqrr tailchi tailf tailn tailt tan tanh thinc thinr time timer timespan toeplitz trace trunc truncf unit upper va varc variance varr vec vech vecindex vecr zerosįormatting types for scanning Formatting flags for doubles and integers Formatting types for printing
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