Description Usage Arguments Value Examples
The function simulates a piecewise constant AR(2) model with multiple change-points
1 | sim.pw.ar2(N, sd_u, b.slope, b.slope2, 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 |
b.slope2 |
A vector of the AR(2) coefficients |
br.loc |
A vector with the location of the change-points |
A simulated series
1 2 3 4 5 6 |
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