Description Usage Arguments Details Value Examples
Generate an AR sequence given phi and sig2.
1 | gen_ar1(N, phi = 0.3, sigma2 = 1)
|
N |
An |
phi |
A |
sigma2 |
A |
This needs to be extended to AR(p) see arima.sim
and filter
.
gm A vec
containing the AR(1) process.
1 | gen_ar1(10, 5, 1.2)
|
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