AR1Typesim: Simulated Autoregressive Order 1 Time Series with Random...

In RCMinification: Random Coefficient Minification Time Series Models

Simulated Autoregressive Order 1 Time Series with Random Coefficient

Description

This is simulated AR(1) data with uniformly distributed parameter on the interval (0, 1.6). The noise is normally distributed with variance 1.

Usage

data(AR1Typesim)

Format

A numeric vector

Examples

    acf(AR1Typesim)
    pacf(AR1Typesim)
    AR1Typesim.fit <- arima(AR1Typesim, order = c(1, 0, 0))
    AR1sim.fit <- arima(AR1sim, order = c(1, 0, 0))
    AR1Typesim.fit
    boxplot(resid(AR1sim.fit), resid(AR1Typesim.fit))
    qqnorm(resid(AR1sim.fit))
    qqnorm(resid(AR1Typesim.fit))

RCMinification documentation built on Feb. 9, 2026, 9:06 a.m.