Autoregressive Model - Implementations in Statistics Packages

Implementations in Statistics Packages

  • R, the stats package includes an ar function.
  • Matlab and Octave: the TSA toolbox contains several estimation functions for uni-variate, multivariate and adaptive autoregressive models.

Read more about this topic:  Autoregressive Model

Famous quotes containing the word statistics:

    “We ask for no statistics of the killed,
    For nothing political impinges on
    This single casualty, or all those gone,
    Missing or healing, sinking or dispersed,
    Hundreds of thousands counted, millions lost.”
    —Karl Shapiro (b. 1913)