pw_estimate: Estimate residual autocorrelation for prewhitening
Description
Estimate residual autocorrelation for prewhitening
Usage
pw_estimate(A, ar_order, aic = FALSE)
Value
Estimated AR coefficients and residual variance at every vertex
Arguments
- A
Estimated A matrix (T x Q)
- ar_order, aic
Order of the AR model used to prewhiten the data at each location.
If !aic (default), the order will be exactly ar_order. If aic,
the order will be between zero and ar_order, as determined by the AIC.