A simulated AR(1) series

Description Usage Format Details Examples

Asimulated AR(2) series with AR coefficients being equal to 1.5 and -0.75

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The format is: Time-Series [1:120] from 1 to 120: -2.064 -1.937 0.406 2.039 2.953 ...

The model is Y(t)=1.5*Y(t-1)-0.75*Y(t-2)+e(t) where the e's are iid standard normal random variables.

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TSA documentation built on May 30, 2017, 12:11 a.m.

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