fitcar1: Fit AR(1) model with censoring and missing values

In cents: Censored time series

Description

later

Usage

fitcar1(z, cL = -Inf, cU = Inf, verboseQ = FALSE)

Arguments

z	a time series vector including possible NA values
cL	lower censor point
cU	upper censor point
verboseQ	show iterations

Details

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Value

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

Note

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Author(s)

A. I. McLeod

References

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See Also

fitar1

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 z[50] <- NA
 fitcar1(z)

Example output

[1]   0.2113476   0.7522052 -16.6679101

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