View source: R/geneticAlgorithm.R
random_arcoefs | R Documentation |
random_arcoefs
generates random AR coefficients.
random_arcoefs(p, forcestat = FALSE, sd = 0.6/p)
p |
a positive integer specifying the autoregressive order of the model. |
forcestat |
use the algorithm by Monahan (1984) to force stationarity on the AR parameters (slower)? |
sd |
if |
If forcestat==TRUE
, then the AR coefficients are relatively large, otherwise they are usually relatively small.
Returns px1
vector containing random AR coefficients.
Monahan J.F. 1984. A Note on Enforcing Stationarity in Autoregressive-Moving Average Models. Biometrica 71, 403-404.
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