ar.yw(bats)R Documentation

Fit autoregressive model by solving Yule-Walker equations

Description

Usage

ar.yw(x, aic=TRUE, order.max=NULL)

Arguments

x A time series.
aic Logical flag. If TRUE then use Akaike Information criterion to select order of model.
order.max The maximum order of autoregressive model.

Value

See ar.

Note

ar.yw is called by acf to calculate the partial autocorrelation function.

Author(s)

Martyn Plummer

See Also

ar, ar.burg, acf


[Package Contents]