[−][src]Function arima::acf::var

pub fn var<T: Float + From<u32> + From<f64> + Into<f64> + Copy + Add + AddAssign + Div>(
    x: &[T], 
    order: Option<usize>
) -> Result<T, ArimaError>

Estimate the variance of a time series of length n via Durbin-Levinson. If you already calculated the AR parameters, auto-correlation coefficients (ACF), and the auto-covariance for lag zero, consider using var_phi_rho_cov instead. Please note that this might yield a different result.

Arguments

  • &x - Reference to input vector slice of length n.
  • order - Order of the AR model. Defaults to n-1.

Returns

  • Estimated variance.

Example

use arima::acf;
let x = [1.0, 1.2, 1.4, 1.6];
acf::var(&x, Some(2));