Function arima::acf::ar

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

Calculate the auto-regressive coefficients of a time series of length n. If you already calculated the auto-correlation coefficients (ACF), consider using ar_rho instead.

Arguments

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

Returns

• Output vector of length order containing the AR coefficients.

Example

use arima::acf;
let x = [1.0, 1.2, 1.4, 1.6];
let (ar, _var) = acf::ar(&x, Some(2)).unwrap();
assert!((ar[0] - 0.3466667).abs() < 1.0e-7);
assert!((ar[1] - -0.3866667).abs() < 1.0e-7);