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Turn off autocorrelation

Open lindeloev opened this issue 5 years ago • 0 comments

Turning off would just be changing to 0th order:

segments = list(
    y ~ 1 + x,
    ~ 0 + ar(1),  # start AR(1)
    ~ 0 + ar(0)  # Stop all AR
)

Implementation-wise, the "0" would just set zeros for the involved parameters, e.g., ar_[i_] = 0, i.e., leaving it purely to sigma to model the residuals.

lindeloev avatar Nov 24 '19 09:11 lindeloev