goautoreg

package module

v0.0.0-...-ff3f596 Latest Latest Go to latest Published: May 6, 2019 License: MIT Imports: 3 Imported by: 0

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Currently the only capability is to calculate the coefficients with the Yule-Walker equations.

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type ARFit func(data []float64, order int) ([]float64, error)

func NewYuleWalkerARFit() ARFit

NewYuleWalkerARFit returns a function that is capable of calculating the coefficients of the autoregressive model with the Yule-Walker equations .