ar1nv: AR1NV - Estimate the parameters for an AR(1) model
In vectorwavelet: Vector Wavelet Coherence for Multiple Time Series
Description
Usage
Arguments
Value
Author(s)
References
Description
AR1NV - Estimate the parameters for an AR(1) model
Usage
1
ar1nv(x)
Arguments
x
One dimensional time series vector
Value
Return a list containing:
g
estimate of the lag-one autocorrelation.
a
estimate of the noise variance.
Author(s)
Tunc Oygur (info@tuncoygur.com.tr)
Code based on a cross wavelet and wavelet coherence toolbox MATLAB package written by Eric Breitenberger
References
SGrinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross
wavelet transform and wavelet coherence to geophysical time series.
Nonlinear Processes in Geophysics 11:561-566.
vectorwavelet documentation built on Jan. 16, 2021, 5:38 p.m.
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Description Usage Arguments Value Author(s) References
Description
AR1NV - Estimate the parameters for an AR(1) model
Usage
1 | ar1nv(x)
|
Arguments
x |
One dimensional time series vector |
Value
Return a list containing:
g |
estimate of the lag-one autocorrelation. |
a |
estimate of the noise variance. |
Author(s)
Tunc Oygur (info@tuncoygur.com.tr)
Code based on a cross wavelet and wavelet coherence toolbox MATLAB package written by Eric Breitenberger
References
SGrinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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