Fit AR model using modified Burg method — burgar • beacon

Fit AR model using modified Burg method

Usage

burgar(
  x,
  ic = TRUE,
  order.max = NULL,
  na.action = na.fail,
  demean = TRUE,
  series = NULL,
  var.method = 2L,
  numCores = NULL,
  ...
)

Arguments

x: A `ts` object.
ic: Information criterion: logical or character.
order.max: Maximum AR order.
na.action: How to handle NA.
demean: Whether to subtract the mean.
series: Series name.
var.method: Method for innovation variance.
numCores: An integer. The number of cores for fast embed by C++ (See `embedParallelCpp()`).
...: Additional args.

Value

An `ar` object.