AR1: Autoregressive model of order 1
In CoSMoS: Complete Stochastic Modelling Solution
AR1 R Documentation
Autoregressive model of order 1
Description
Generates a Gaussian time series from a first-order autoregressive (AR(1))
model with specified lag-1 autocorrelation, mean, and standard deviation.
Usage
AR1(n, alpha, mean = 0, sd = 1)
Arguments
n
Positive integer. Number of values to generate.
alpha
Numeric in (-1, 1). Lag-1 autocorrelation coefficient.
mean
Numeric. Process mean. Default 0.
sd
Positive numeric. Process standard deviation. Default 1.
Value
A numeric vector of length n.
CoSMoS documentation built on May 8, 2026, 1:08 a.m.
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| AR1 | R Documentation |
Autoregressive model of order 1
Description
Generates a Gaussian time series from a first-order autoregressive (AR(1)) model with specified lag-1 autocorrelation, mean, and standard deviation.
Usage
AR1(n, alpha, mean = 0, sd = 1)
Arguments
n |
Positive integer. Number of values to generate. |
alpha |
Numeric in |
mean |
Numeric. Process mean. Default |
sd |
Positive numeric. Process standard deviation. Default |
Value
A numeric vector of length n.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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