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
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“We already have the statistics for the future: the growth percentages of pollution, overpopulation, desertification. The future is already in place.”
—Günther Grass (b. 1927)
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