TS_AUTO_UNI_AR function [Time Series]

Function

Performs automatic selection and fitting of a univariate autoregressive time series model.

Syntax

TS_AUTO_UNI_AR (timeseries_expression, ar_count, ar_elem, method)
OVER (window-spec)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.