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Option set for ar


Use an arOptions object to specify options for estimating parameters while identifying AR, or ARI models through the ar function. You can specify options such as the technique used for AR model estimation or the data offset level.




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.


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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.

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.

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.

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.


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opt = arOptions;

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';

Version History

Introduced in R2012a

See Also