mesmer.stats.fit_auto_regression

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 | Sequence[int]) – The number of lags or list of lags to include in the model. If int, then all lags up to lags will be included.

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.