Description Usage Arguments Value Examples
The function simulates a piecewise constant AR(1) model with multiple change-points
1 | sim.pw.ar(N, sd_u, b.slope, br.loc)
|
N |
Length of the series. |
sd_u |
A vector of the innovation standard deviation for every segment. |
b.slope |
A vector of the AR(1) coefficients. |
br.loc |
A vector with the location of the change-points. |
A simulated series
1 2 3 4 |
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