gen_ar1: Generate an AR(1) sequence

Description Usage Arguments Details Value Examples

Description

Generate an AR sequence given phi and sig2.

Usage

1
gen_ar1(N, phi = 0.3, sigma2 = 1)

Arguments

N

An integer for signal length.

phi

A double that contains autocorrection.

sigma2

A double that contains process variance.

Details

This needs to be extended to AR(p) see arima.sim and filter.

Value

gm A vec containing the AR(1) process.

Examples

1
gen_ar1(10, 5, 1.2)

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