<?xml version="1.0" encoding="UTF-8"?>

<!--
 *
 * This help file was generated from arParEst.sci using help_from_sci().
 *
 -->

<refentry version="5.0-subset Scilab" xml:id="arParEst" xml:lang="en"
          xmlns="http://docbook.org/ns/docbook"
          xmlns:xlink="http://www.w3.org/1999/xlink"
          xmlns:svg="http://www.w3.org/2000/svg"
          xmlns:ns3="http://www.w3.org/1999/xhtml"
          xmlns:mml="http://www.w3.org/1998/Math/MathML"
          xmlns:scilab="http://www.scilab.org"
          xmlns:db="http://docbook.org/ns/docbook">

  <refnamediv>
    <refname>arParEst</refname>
    <refpurpose>Estimate AR model parameters using covariance or modified covariance method.</refpurpose>
  </refnamediv>


<refsynopsisdiv>
   <title>Syntax</title>
   <synopsis>
   [model_est, var_est, msg_strg] = arParEst(data_in, order, method)
   
   </synopsis>
</refsynopsisdiv>

<refsection>
   <title>Parameters</title>
   <variablelist>
        <varlistentry>
            <term>data_in:</term>
            <listitem><para> Input data (vector or matrix).</para></listitem>
        </varlistentry>
        <varlistentry>
            <term>order:</term>
            <listitem><para> Order of the AR model.</para></listitem>
        </varlistentry>
        <varlistentry>
            <term>method:</term>
            <listitem><para> Estimation method ('covariance' or 'modified').</para></listitem>
        </varlistentry>
        <varlistentry>
            <term>model_est:</term>
            <listitem><para> Estimated AR model coefficients.</para></listitem>
        </varlistentry>
        <varlistentry>
            <term>var_est:</term>
            <listitem><para> Variance estimate of the white noise input.</para></listitem>
        </varlistentry>
        <varlistentry>
            <term>msg_strg:</term>
            <listitem><para> Error message string (empty if no error).</para></listitem>
        </varlistentry>
   </variablelist>
</refsection>

<refsection>
   <title>Description</title>
   <para>
Function arParEst() estimates the parameters of an autoregressive (AR) model using the specified method ('covariance' or 'modified').
It validates the input data and computes the AR coefficients and variance estimate.
   </para>
   <para>
</para>
</refsection>

<refsection>
   <title>Examples</title>
   <programlisting role="example"><![CDATA[
[model_est, var_est, msg_strg] = arParEst([1, 2, 3, 4, 5], 2, 'covariance')
   ]]></programlisting>
</refsection>
</refentry>
