simar1: Simulate AR(1)
In mleur: Maximum likelihood unit root test

Description Usage Arguments Details Value Author(s) Examples

Exact simulation for AR(1) with normal and non-normal innovations

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simar1(phi = 0.5, n = 100, InnovationVariance = 1, noiseDist = c("normal", "t", 
 "stable", "GARCH11"), df = 5, ALPHA = 1.5, BETA = 0, GAMMA = 1, DELTA = 0, 
 alpha = 0.2, beta = 0.7)

`phi`	AR(1) parameter
`n`	length of series
`InnovationVariance`	innovation variance, if applicable
`noiseDist`	distribution of innovations: "normal" for Gaussian; "t" for t-distribution; "stable" for stable distribution; "GARCH11" for GARCH
`df`	df for t-distribution
`ALPHA`	shape parameter of stable distribution in (0,2]
`BETA`	skewness parameter of stable in [-1,1]
`GAMMA`	scale parameter of stable
`DELTA`	shift parameter of stable
`alpha`	GARCH(1,1) first parameter
`beta`	GARCH(1,1) second parameter