ar(bats) | R Documentation |
This is just a wrapper for the functions ar.yw
and
ar.burg
.
ar(x, aic=TRUE, order.max=NULL, method=c("yule-walker", "burg"))
x |
A time series |
aic |
Logical flag. If TRUE then the Akaike Information
Criterion is used to choose the order of the autoregressive model. |
order.max |
Maximum order of model to fit. Defaults to 10*log10(N) where N is the number of observations. |
method |
Character string giving the method used to fit the model.
Must be one of yule-walker or burg (the first few
characters are sufficient). Defaults to yule-walker . |
Martyn Plummer