Description Usage Arguments Value Examples
Returns a simulated time series (Y_t) that fulfills the following equation:
Y_t = θ_1(U_t) Y_{t-1} + θ_0(U_t),
where θ_1 and θ_0 are parameters and U_t is independent white noise with uniform [0,1] marginal distributions.
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n |
length of the time series to be returned |
th1 |
parameter function with one argument |
overhead |
an integer specifying the “warmup” period to reach an approximate stationary start for the times series |
th0 |
parameter function with one argument |
Returns an QAR(1) time series with specified parameters.
1 |
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