mesmer.stats.fit_auto_regression

mesmer.stats.fit_auto_regression(data, dim, lags)

fit an auto regression

Parameters:

• data (xr.DataArray) – A xr.DataArray to estimate the auto regression over.

• dim (str) – Dimension along which to fit the auto regression.

• lags (int) – The number of lags to include in the model.

Returns:

xr.Dataset – Dataset containing the estimated parameters of the intercept, the AR coeffs, the variance of the residuals and the number of observations nobs.