GenSeries | R Documentation |
This function generates AR1 processes containing n data points, where alpha is the autocorrelation at lag 1, and the mean and standard deviation are specified by the mean and std arguments.
GenSeries(n, alpha, mean, std)
n |
Length of the timeseries to be generated. |
alpha |
Autocorrelation at lag 1. |
mean |
Mean of the data. |
std |
Standard deviation of the data. |
AR1 timeseries.
History:
0.1 - 2012-04 (L. Auger) - Original code
1.0 - 2012-04 (N. Manubens) - Formatting to CRAN
series <- GenSeries(1000, 0.35, 2, 1) plot(series, type = 'l')
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