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From: Vicky on 9 May 2010 23:59
Hi,

Can someone explain to me how the AR model is run when one the Time domain dataset defined using iddata contains 2 experiments of different sample size?

I experimented with 1) concatenating the two datasets (one following the other) verses 2) running AR with the two separate datasets, and the results are different, so obviously the fit is not based on the combined data vector. And the AR parameters coming out of 2) also does not seem to be any weighted combination of AR runs on each of the experiment datasets.

So confused. Any ideas?
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