StatTimeSerAnalysis.ARYuleWalkerFit Method

#	Name	Description
1	Data	Time series.
2	Phi	Returns estimates for Phi coefficients. AR(p) order is determined by Phi length.
3	Sigma2	Returns estimate for Sigma^2 i.e. (AR) model variance.
4	StdErrs	If not nil, it 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);
        double s2;
        ts.LoadFromFile("timeser.vec");
        phi.Length = 3; // for AR(3) process
        StatTimeSerAnalysis.ARYuleWalkerFit(ts,phi,out s2,null);
    }
}