Description Usage Arguments Value Author(s) See Also Examples
This function is not normally used directly by the user. It is used in the exact mle for mean.
1 | Get1G(phi, n)
|
phi |
a vector of AR coefficients |
n |
length of series |
A vector used in the mle computation of the mean.
A.I. McLeod
1 2 3 4 5 6 7 8 9 10 11 | #Simulate an AR(2) and compute the exact mle for mean
set.seed(7771111)
n<-50
phi<-c(1.8,-0.9)
z<-SimulateGaussianAR(phi, n)
g1<-Get1G(phi, length(z))
sum(g1*z)/sum(g1)
#sample mean
mean(z)
#more directly with getArMu
GetARMeanMLE(z,phi)
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