Option set for ar
opt = arOptions
opt = arOptions(Name,Value)
Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.
Technique used for AR model estimation.
Approach requires one of the following strings:
Data windowing technique.
Window determines how the data outside the measured time interval (past and future values) is handled.
Window requires one of the following strings:
This option is ignored when you use the Yule-Walker approach.
Data offset level that is removed before estimation of parameters.
Specify DataOffset as a double scalar. For multiexperiment data, specify DataOffset as a vector of length Ne, where Ne is the number of experiments. Each entry of the vector is subtracted from the corresponding data.
Default:  (no offsets)
Specifies the maximum number of elements in a segment when input/output data is split into segments.
If larger matrices are needed, the software uses loops for calculations. Use this option to manage the trade-off between memory management and program execution speed. The original data matrix must be smaller than the matrix specified by MaxSize.
MaxSize must be a positive integer.
Option set containing the specified options for ar.
opt = arOptions;
Create an options set for ar using the least squares algorithm for estimation. Set Window to 'ppw'.
opt = arOptions('Approach','ls','Window','ppw');
Alternatively, use dot notation to set the values of opt.
opt = arOptions; opt.Approach = 'ls'; opt.Window = 'ppw';