ar1est0: Exact mle ar-parameter in AR(1) with known mean zero.

Description Usage Arguments Details Value Note Author(s) References Examples

Description

An efficient exact algorithm.

Usage

1

Arguments

z

the time series

Details

More details later.

Value

MLE estimate of phi

Note

Modification of the algorithm in the mleur package.

Author(s)

A. I. McLeod

References

Zhang, Yu and McLeod (2013)

Examples

1
2
 z <- arima.sim(model=list(ar=0.8), n=100)
 ar1est0(z)

cents documentation built on May 1, 2019, 8:19 p.m.

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