ar1est0: Exact mle ar-parameter in AR(1) with known mean zero.
In cents: Censored time series
Description
Usage
Arguments
Details
Value
Note
Author(s)
References
Examples
Description
An efficient exact algorithm.
Usage
1
ar1est0(z)
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
cents documentation built on May 1, 2019, 8:19 p.m.
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Description Usage Arguments Details Value Note Author(s) References Examples
Description
An efficient exact algorithm.
Usage
1 | ar1est0(z)
|
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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