DVectorARModel Method

Creates an AR model from a vector and a degree.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
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