Description Usage Arguments Value Examples
Returns a simulated time series (Y_t) that fulfills the following equation:
Y_t = a Y_{t1} + ε_t,
where a is a parameter and ε_t is independent white
noise with marginal distribution specified by the parameter innov
.
1 
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

Returns an AR(1) time series with specified parameters.
1 
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