Time Series Analysis (TSA)
A sample time series
Time series parameters
The Autocovariance function
Partial AutoCorrelation Function
Coefficient of Determination
Error function
Information criteria
Model order Selection
Spectral Density function (SDF)
SDF II
Pole diagram
Bispectrum
Time Series Analysis in Matlab
E-Mail: alois.schloegl@ist.ac.at
Homepage: http://pub.ist.ac.at/~schloegl/matlab/tsa