Hi All,
I'm using an MVAR model (Least Squares). The AR VI in the Advanced signalprocessing toolbox calculates the regressionparameters and returns the noise that is not acounted for by the MVAR model.
However I need the estimations too... So I tried to subtracting the noise from the original data. Can somebody please confirm that this approach returns the correct estimations from my MVAR model?
Best regards,
KK