Generates An AR1 Time Series

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Description

This functions generates AR1 processes containing n data, with alpha as autocorrelation at lag 1, and mean and standard deviation provided by the mean and std arguments.

Usage

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GenSeries(n, alpha, mean, std)

Arguments

n

Length of the timeseries to be generated.

alpha

Autocorrelation at lag 1.

mean

Mean of the data.

std

Standard deviation of the data.

Value

AR1 timeseries

Author(s)

History:
0.1 - 2012-04 (L. Auger, ludovic.auger@meteo.fr) - Original code
1.0 - 2012-04 (N. Manubens, nicolau.manubens at ic3.cat) - Formatting to CRAN

Examples

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series <- GenSeries(1000, 0.35, 2, 1)
plot(series, type = 'l')

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