BTWAR - Butterworth-Induced Autoregressive Model
Implements the Butterworth-Induced Autoregressive
('BTWAR') model, where autoregressive coefficients are obtained
from analog Butterworth filter prototypes mapped into the
discrete-time domain using the Matched Z-Transform. The
framework establishes a structured connection between
frequency-domain filter design and time-domain autoregressive
modeling. Model order selection is performed via nested
rolling-origin cross-validation. Method described in
Bras-Geraldes, Rocha and Martins (2026)
<doi:10.3390/math14030479>.