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PURPOSE

Time Series Analysis (Ver 3.10)

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DESCRIPTION

``` Time Series Analysis (Ver 3.10)
Schloegl A. (1996-2003,2008) Time Series Analysis - A Toolbox for the use with Matlab.
WWW: http://hci.tugraz.at/~schloegl/matlab/tsa/

\$Id: content.m 5090 2008-06-05 08:12:04Z schloegl \$
Copyright (C) 1996-2003,2008 by Alois Schloegl <a.schloegl@ieee.org>

Time Series Analysis - a toolbox for the use with Matlab
acovf       (*) Autocovariance function
acorf (acf)    (*) autocorrelation function
pacf    (*) partial autocorrelation function, includes signifcance test and confidence interval
parcor    (*) partial autocorrelation function
biacovf    biautocovariance function (3rd order cumulant)
bispec    Bi-spectrum
durlev      (*) solves Yule-Walker equation - converts ACOVF into AR parameters
lattice     (*) calcultes AR parameters with lattice method
lpc        (*) calculates the prediction coefficients form a given time series
invest0    (*) a prior investigation (used by invest1)
invest1    (*) investigates signal (useful for 1st evaluation of the data)
selmo    (*) Select Order of Autoregressive model using different criteria
histo    (*) histogram
hup         (*) test Hurwitz polynomials
ucp         (*) test Unit Circle Polynomials
y2res    (*) computes mean, variance, skewness, kurtosis, entropy, etc. from data series
ar_spa    (*) spectral analysis based on the autoregressive model
detrend     (*) removes trend, can handle missing values, non-equidistant sampled data
flix    floating index, interpolates data for non-interger indices
quantiles   calculates quantiles

Multivariate analysis (planned in future)
mvar    multivariate (vector) autoregressive estimation
mvfilter    multivariate filter
arfit2    provides compatibility to ARFIT [Schneider and Neumaier, 2001]```

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