i need a suggestion on how to model the Auto-regressive model

Good Day,

far from what i know is that the AR model is the mathematical model that replicate the signal. firstly, we have to divide the time domain signal into number of frames. this is depending on the length of each signal. and after that develop the order of polynomial. after getting the AR model, the coefficient (z-domain) can use as the features.

but above all, i am not very sure on the step. am i correct or not? i know how to divide the time domain signal into number of frames but i dont know how can i decide the order of polynomial? and also how can develop the mathematical model?

and i really dont understand how the AR model work. please. i need the guide from the expert. if it is not burden, can you provide me the matlab coding for AR model?

Thanks for your kind attention.