ARcov: Function to generate an AR(1) variance-covariance matrix with...

View source: R/ARcov.R

ARcovR Documentation

Function to generate an AR(1) variance-covariance matrix with parameter rho s.t. |rho| < 1.

Description

Function to generate an AR(1) variance-covariance matrix with parameter rho s.t. |rho| < 1.

Usage

ARcov(rho, n)

TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.