TSA AR Modeling Order VI
- Updated2024-07-30
- 1 minute(s) read
Estimates the optimal order for the autoregressive (AR) model of a univariate time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Examples
Refer to the AR Order Estimation VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA AR Modeling Order VI.