resARMod_lin2: Reisduals of an linar AR(1) process
In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description Usage Arguments Details Value Author(s) References See Also Examples

The function calculates the residuals of an AR(1) process with intercept for given parameter and data based on

r_n = y_n - θ_0 - θ_1 y_{n-1}

1	resARMod_lin2(theta, dat)

`theta`	Parameter vector θ=(θ_0,θ_1).
`dat`	One dimensional observation vector y=(y_0,...,y_N).

Details can be found in Kustosz (2016). The function is mainly used to calculate the residuals in the simplicial depth statistics.

The output is a vector with N elements defined by r = (r_1,...,r_N).

Kustosz, Christoph

Kustosz, C. (2016). Depth based estimators and tests for autoregressive processes with application. Ph. D. thesis. TU Dortmund.

RandomARMod_lin2,dS_lin2,dS1_lin2,dS2_lin2,dS3_lin2

## Minimal Example
y <- c(1, 2, 3)
theta <- c(1, 1)
resARMod_lin2(theta, y)

## Generating an example process in advance
theta <- c(0.2, 1.01)
N <- 100
y0 <- 1
y <- RandomARMod_lin2(nobs = N, intercept = theta[1], arp = theta[2], start = y0)

res <- resARMod_lin2(theta, y)
par(mfrow=c(1, 2))
plot(res)
hist(res)