Generates a lag one auto-regressive time series, where the first and last values are fixed. Marginal expected value is zero and variance is one. Generated values have a normal conditional distribution.
genmissing(X1, XN, rho, N)
value before the gap
value after the gap
the lag one autocorrelation
the length of the sequence including X1 and XN. It is two more than the gap length
genmissing numeric vector of length N, conditioned on the first value (X1) and last value (XN) with the specified lag one autocorrelation in the limit (where N is large) the values are normal with mean 0 and variance 1
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.