fn fit_and_rss(
y: &[f64],
predictors: &[&[f64]],
lag: usize,
n_obs: usize,
) -> f64Expand description
Fit a simple autoregressive model and return residual sum of squares.
y[lag..] = sum over each series in predictors of (sum_l beta_l * series[t-l]) + epsilon
Uses the normal equation (X^T X)^{-1} X^T y via iterative least squares simplified to a simple approach.