arOptions

Option set for ar

Syntax

opt = arOptions opt = arOptions(Name,Value)

Description

opt = arOptions creates the default options set for ar.

opt = arOptions(Name,Value) creates an option set with the options specified by one or more Name,Value pair arguments.

Input Arguments

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

`'Approach'`	Technique used for AR model estimation. `Approach` is specified as one of the following values: `'fb'` — Forward-backward approach. `'ls'` — Least-squares method. `'yw'` — Yule-Walker approach. `'burg'` — Burg’s method. `'gl'` — Geometric lattice method. Default: `'fb'`
`'Window'`	Data windowing technique. `Window` determines how the data outside the measured time interval (past and future values) is handled. `Window` is specified as one of the following values: `'now'` — No windowing. `'prw'` — Pre-windowing. `'pow'` — Post-windowing. `'ppw'` — Pre- and post-windowing. This option is ignored when you use the Yule-Walker approach. Default: `'now'`
`'DataOffset'`	Data offset level that is removed before estimation of parameters. Specify `DataOffset` as a double scalar. For multiexperiment data, specify `DataOffset` as a vector of length Ne, where Ne is the number of experiments. Each entry of the vector is subtracted from the corresponding data. Default: `[]` (no offsets)
`'MaxSize'`	Specifies the maximum number of elements in a segment when input/output data is split into segments. If larger matrices are needed, the software uses loops for calculations. Use this option to manage the trade-off between memory management and program execution speed. The original data matrix must be smaller than the matrix specified by `MaxSize`. `MaxSize` must be a positive integer. Default: `250000`

Output Arguments

opt

Option set containing the specified options for ar.

Examples

collapse all

Create Default Options Set for AR Estimation

Open Live Script

opt = arOptions;

Specify Options for AR Estimation

Open Live Script

Create an options set for ar using the least squares algorithm for estimation. Set Window to 'ppw'.

opt = arOptions('Approach','ls','Window','ppw');

Alternatively, use dot notation to set the values of opt.

opt = arOptions;
opt.Approach = 'ls';
opt.Window = 'ppw';

Documentation