draw.coef: Random Draw of Coefficients for AR Models and MA Models

In SLBDD: Statistical Learning for Big Dependent Data

Random Draw of Coefficients for AR Models and MA Models

Description

Random draw of polynomial coefficients for stationary AR models or invertible MA models. The resulting polynomial has solutions outside the unit circle.

Usage

draw.coef(deg, delta = 0.02)

Arguments

deg	Degree of the polynomial. Maximum degree is 5.
delta	The minimum distance of a polynomial root from the boundary 1 or -1. The default is 0.02.

Value

c = (c1,c2,...) denotes the coefficients of 1-c1*x-c2*x^2-....

Examples

draw.coef(2)

SLBDD documentation built on April 27, 2022, 5:08 p.m.