fitar1: Exact MLE for mean and AR-parmeter in AR(1)

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

View source: R/fitar1.R

Description

later

Usage

1
fitar1(z, meanZeroQ = FALSE)

Arguments

z

time series data vector

meanZeroQ

default assumes mean is not zero.

Details

later

Value

vector of length 3 with the estimates of mean, ar-parameter and the optimized log-likelihood

Note

later

Author(s)

A.I. McLeod

References

later

See Also

ar1est0

Examples

1
2
 z <- arima.sim(model=list(ar=0.8), n=100)
 fitar1(z)

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

Related to fitar1 in cents...