AR1: Create an Autoregressive 1 [AR(1)] Process

Description Usage Arguments Value Author(s) Examples

Description

Setups the necessary backend for the AR1 process.

Usage

1
AR1(phi = NULL, sigma2 = 1)

Arguments

phi

A double value for the phi of an AR1 process.

sigma2

A double value for the variance, sigma^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "AR1","SIGMA2"

theta

phi, sigma^2

plength

Number of Parameters

desc

"AR1"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

1
2
AR1()
AR1(phi=.32, sigma2=1.3)

gmwm documentation built on April 14, 2017, 4:38 p.m.