ARMAX IV (past inputs as instruments)


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Identification Virtual Labs
(C) 2011 R. Guidorzi

Select the samples to be used in identification, the order of the model, the input to be used for instrument construction, the desired additional shift on instruments (if any) and the order of the auxiliary AR model

First sample    Last sample     Model order 

Input for instrument generation    Additional shift on instruments   

Order of the auxiliary AR model 




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