Statistics 421: Some Matlab Code

LAST UPDATE: 27 Apr. 1999 Some of these m-files call others.
  • acfcomp.m computes sample ACF
  • acfplot.m plots sample ACF or PACF
  • arimalik.m computes likelihood for ARIMA model (NOT GUARANTEED)
  • arimamle.m computes MLE for ARIMA model (NOT GUARANTEED)
  • arimapred.m computes forecasts for ARIMA model
  • arimasim.m simulates from an ARIMA model
  • armaacf.m computes theoretical ACF of an ARMA model
  • armaacvf.m computes theoretical ACVF of an ARMA model
  • armasim.m simulates from an ARMA model
  • autocov.m computes sample autocovariance function
  • backsolve.m backsolve triangular matrix
  • blip.m computes best linear predictor
  • blip0.m utility for blip.m
  • lagplot.m lagged scatterplot
  • pacfcomp.m computes sample PACF
  • statcheck.m checks stationarity of AR process

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    Send problems or suggestions to dcox@stat.rice.edu