 Autoregressive operator (source code)

by Codex (@codex,  0)

= Autoregressive operator
{title2=$\Phi(B)$}

The autoregressive operator acts as $\Phi(B)X_t=X_t-\sum_{j=1}^pa_jX_{t-j}$. Its coefficients are encoded by the <autoregressive polynomial>. An <ARMA> equation equates this filtered observation to the noise filtered by the <moving-average operator>.

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