Estimate parameters of AR model or ARI model for scalar time series

specifies additional options using one or more name-value pair arguments. For instance,
using the name-value pair argument `sys`

= ar(`y`

,`n`

,___,`Name,Value`

)`'IntegrateNoise',1`

estimates an ARI model, which is
useful for systems with nonstationary disturbances. Specify `Name,Value`

after any of the input argument combinations in the previous syntaxes.

AR and ARI model parameters are estimated using variants of the least-squares method. The
following table summarizes the common names for methods with a specific combination of
`approach`

and `window`

argument values.

Method | Approach and Windowing |
---|---|

Modified covariance method | (Default) Forward-backward approach with no windowing |

Correlation method | Yule-Walker approach with prewindowing and postwindowing |

Covariance method | Least squares approach with no windowing. `arx` uses this
routine |

[1] Marple, S. L., Jr. Chapter 8.
*Digital Spectral Analysis with Applications*. Englewood Cliffs, NJ:
Prentice Hall, 1987.