You are here: Symbol Reference > StatTimeSerAnalysis Namespace > Functions > StatTimeSerAnalysis.ARYuleWalkerFit Function
Stats Master VCL
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Example

Calculate initial estimates for AR(3) process by using Yule-Walker algorithm.

Uses MtxExpr, StatTimeSerAnalysis, Math387;
procedure Example;
var ts,phi: Vector;
    s2: double;
begin
  ts.LoadFromFile('timeser.vec');
  phi.Length := 3; // for AR(3) process
  ARYuleWalkerFit(ts,phi,s2);
end;
  #include "MtxExpr.hpp"
#include "Math387.hpp"
#include "StatTimeSerAnalysis.hpp"
void __fastcall Example();
{
  sVector ts,phi;
  double s2;
//    ts.LoadFromFile("timeser.vec");

  ts.size(100);
  ts.RandGauss();
  phi.Length = 3; // for AR(3) process
  ARYuleWalkerFit(ts,phi,s2,NULL);
}
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