(1) I would start looking at ar() fcn of thte System Identification toolbox and see how it functions and what capabilities (options) are presents. You can view the content off the function ar() with:
edit ar
(2) Find out up until which order my anticipated ar() fucntion should operate
(3) Find out and establish well fitt model approaches for my exercises or data sets or projects
These are essential aspects of the ar() function.
Then you may also consider the window size, sample time, other options to include.
