Click or drag to resize

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+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
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