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DVectorARModel Method

Creates an AR model from a vector and a degree.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+892c66cd78254e5a7ad663c063da400b3042cf5b
Syntax
C#
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public ARVModel ARModel(
	int degree
)

Parameters

degree  Int32
Number of independent variables in the model.

Return Value

ARVModel
A full autoregressive model.
Remarks
Coefficients are estimated using the Yule-Walker method.
See Also