Description Usage Arguments Details Value Author(s) See Also
It simulates an AR(p) surrogate for the time series x analyzed by wavelet transformation using either function
analyze.wavelet
or function analyze.coherency
. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to coefficient estimates referring to the given AR order.
1 
x 
the given time series 
params 
a list containing an assignment of (the only) parameter value to AR. Default: Default includes:

Basics of model estimation and simulation are provided by application of the R functions pcf
and arima.sim
.
A surrogate series for x is returned which has the same length and properties according to estimates resulting from the given AR order.
Angi Roesch and Harald Schmidbauer
analyze.wavelet
, analyze.coherency
, SurrogateData
, ARIMA
, FourierRand
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