trfun2var
Calculate coefficients from VAR transfer function
Syntax
[A,p] = trfun2var(H,p)
Arguments
See also Common variable names and data structures.
input
H VAR transfer function matrix p VAR model order = number of lags (default: calculate automatically)
output
A VAR coefficients matrix p VAR model order = number of lags
Description
Return coefficients A for VAR with transfer function H. If a VAR model order p is not specified (default), then it is set automatically according to the frequency resolution of the transfer function.
References
[1] L. Barnett and A. K. Seth, The MVGC Multivariate Granger Causality Toolbox: A New Approach to Granger-causal Inference, J. Neurosci. Methods 223, 2014 [ preprint ].