StatTimeSerAnalysis.ARBurgFit Method

#	Name	Description
1	Data	Zero-mean time series. If this is not the case, subtract the mean from data.
2	Phi	Returns estimates for Phi coefficients. AR(p) order is determined by Phi length.
3	Sigma2	Returns Burg estimated variance for AR process.
4	StdErrs	Returns estimated phi coefficients standard errors.

Result: stored in self (calling object)

Copyusing Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples
{
    private void Example()
    {
        Vector ts = new Vector(0);
        Vector phi = new Vector(0);
        Vector stdErr = new Vector(0);
        double s2;
        ts.LoadFromFile("timeser.vec");
        phi.Length = 3; // for AR(3) process
        StatTimeSerAnalysis.ARBurgFit(ts,phi,out s2,stdErr);
    }
}