ts-models-AR1: Simulation of an AR(1) time series.
In quantspec: Quantile-Based Spectral Analysis of Time Series

Returns a simulated time series (Y_t) that fulfills the following equation:

Y_t = a Y_{t-1} + ε_t,

where a is a parameter and ε_t is independent white noise with marginal distribution specified by the parameter innov.

1	AR1(n, a, overhead = 500, innov = rnorm)

`n`	length of the time series to be returned
`a`	parameter of the model
`overhead`	an integer specifying the “warmup” period to reach an approximate stationary start for the times series
`innov`	a function that generates a random number each time `innov(1)` is called; used to specify the distribution of the innovations; `rnorm` by default