arfit: AR model fit
In AkselA/R-ymse: Ymse (Various)

Fit a specified AR model to a univariate time series

1	arfit(x, mod, x.mean = mod$x.mean)

`x`	a time series
`mod`	an AR model
`x.mean`	the mean used. By default the mean of the original model. Set to zero for no demeaning

armodel for examples

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set.seed(1)
x <- runif(50) + sin(1:50/10)
plot(x); lines(arfilter(x, armodel(c(1.5, -0.5, 0.5)), x.mean=mean(x)))

AkselA/R-ymse documentation built on March 21, 2020, 9:52 a.m.

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