An AR(1) series with mean zero and variance 1 and with autocorrelation paramater phi is simulated.
length of series
The model equation is: z[t] = phi*z[t-1]+a[t], where z is N(0,1) and a[t] are NID(0, siga), siga=√(1/(1-phi^2)).
autocorrelated time series of length n
1 2 3 4
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