Get1G: Internal Utility Function: BLUE Mean

Description Usage Arguments Value Author(s) See Also Examples

Description

This function is not normally used directly by the user. It is used in the exact mle for mean.

Usage

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Get1G(phi, n)

Arguments

phi

a vector of AR coefficients

n

length of series

Value

A vector used in the mle computation of the mean.

Author(s)

A.I. McLeod

See Also

GetARMeanMLE

Examples

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#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)

FitAR documentation built on May 2, 2019, 3:22 a.m.