Nothing
`compose.ar1` <-
function(arcoef, innov, init = 0, xregcoef = 0, xreg = NULL,
init.xreg = rep(0, length(xregcoef)))
{
init.innov <- init
if(length(xreg) > 0)
init.innov <- init.innov - as.vector(init.xreg %*% xregcoef)
x <- apply(as.matrix(innov), 2, filter,
filter = arcoef, method = 'r', init = init.innov)
if(length(xreg) > 0)
x <- x + as.vector(as.matrix(xreg) %*% xregcoef)
result <- empty(innov)
result[] <- x
return(result)
}
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