I realized the way the AR2d model takes in rho and uses len(rho) as the number of lags to regress on isn’t compatible with how I’m defining the coefficients. Going to try the simple AR1 and see how it works!
I realized the way the AR2d model takes in rho and uses len(rho) as the number of lags to regress on isn’t compatible with how I’m defining the coefficients. Going to try the simple AR1 and see how it works!