📄 ar-model.html
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AR-Model
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<h1 align=center>Description of the program: <font color=Blue>ar-model
</font>
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This program fits a simple autoregressive (AR) model to the data. The
model is given by the equation
<blockquote>
x<sub>n</sub>=a<sub>1</sub>x<sub>n-1</sub>+...+a<sub>p</sub>x<sub>n-p</sub> + noise.
</blockquote>
The output file contains the coefficients of the model and the
residuals. Note that now the mean is subtracted first, conforming
with common practice. If you want to run the resulting model to
generate a time series, you can pipe the output to <a
href="../wuppertal/ar-run.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/wuppertal/ar-run.html">ar-run</a>. Note that no attempt has
been made to generate a <em>stable</em> model.
<hr>
<h2 align=center>Usage:</h2>
<center>
<font color=Red>ar-model [Options]</font>
<p>
Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also <font color=Red>-</font> means stdin
<p>
Possible options are:
<p>
<table border=2>
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<th>Option
<th>Description
<th>Default
</tr>
<tr>
<th>-l#
<td>number of data to use
<td>whole file
</tr>
<tr>
<th>-x#
<td>number of lines to be ignored
<td>0
</tr>
<tr>
<th>-c#
<td><a href="../general.html#column" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#column">column to be read</a>
<td>1
</tr>
<tr>
<th>-p#
<td>order of the model
<td>5
</tr>
<tr>
<th>-o#
<td><a href="../general.html#outfile" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#outfile">output file name</a>
<td>without file name: 'datafile'.ar<br>
(or stdin.ar if stdin was used)<br>
if no -o is given stdout is used
</tr>
<tr>
<th>-V#
<td><a href="../general.html#verbosity" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#verbosity">verbosity level</a><br>
0: only panic messages<br>
1: add input/output messages
<td>1
</tr>
<tr>
<th>-h
<td>show these options
<td>none
</tr>
</table>
</center>
<hr>
<h2 align=center>Description of the Output:</h2>
The first line is just the average forecast error of the model, the
next <font color=blue>p</font> lines contain the AR coefficients and
the rest of the file are the individual errors (residuals), not the
forecasted values.
<hr>
View the <a href="../../source_c/ar-model.c" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/source_c/ar-model.c">C-sources</a>
<hr>
<a href="../contents.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/contents.html">Table of Contents</a> * <a href="../../index.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html" target="_top">TISEAN home</a>
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