DVectorARModel Method
Creates an AR model from a vector and a degree.
Namespace: Austra.LibraryAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public ARVModel ARModel(
int degree
)
- degree Int32
- Number of independent variables in the model.
ARVModelA full autoregressive model.
Coefficients are estimated using the Yule-Walker method.