Can anyone explain what are Autoregressive Coefficients? What is their meaning that is.
Consider a method:
public double calculateARCoefficients(double inputseries, int order)
When this method is called on 256 values, lets say these values represent some kind of signal, I will get an array of n numbers, where n=order. What do these numbers represent?
I mean for example variance tells me how spread out the values of the signal are. The higher variance value is, the more spread out values are. The smaller variance is, the more unified signal is.
Are you able to say, in a similar fashion to above paragraph about variance, what value of AR coefficients says about the signal?