consistency

Calculate VAR model consistency

Syntax

   cons = consistency(X,E)

Arguments

See also Common variable names and data structures.

input

   X          multi-trial time series data
   E          residuals time series

output

   cons       consistency statistic

Description

Check what proportion of the correlation structure in data is accounted for by a VAR model. The data X and residuals E may be single- or multi-trial time series. A value of cons > 0.8 might be considered to indicate reasonable consistency.

References

[1] M. Ding, S. L. Bressler, W. Yang and H. Liang, "Short-window spectral analysis of cortical event-related potentials by adaptive multivariate autoregressive modeling: data preprocessing, model validation, and variability assessment", Biol. Cybern., 83, 2000.

[2] A. K. Seth, "A MATLAB toolbox for Granger causal connectivity analysis", Journal of Neuroscience Methods 186, 2010.

See also

tsdata_to_var | mvgc_demo_stats

MVGC Toolbox v1.0. © Lionel Barnett and Anil K. Seth, 2012.
See file license.txt for licensing terms.