resARMod_linar2: Residuals of a AR(2) process without intercept
In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

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

The function calculates the residuals of an AR(2) process without intercept for given parameter and data based on

r_n = y_n - θ_1 y_{n-1} - θ_2 y_{n-2}

1	resARMod_linar2(theta, dat)

`theta`	Parameter vector θ= (θ_1,θ_2).
`dat`	One dimensional observation vector y=(y_0,...,y_N).

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_linar2,dS_lin2,dS1_lin2,dS2_lin2,dS3_lin2

## Minimal Example
y <- c(1, 2, 3)
theta <- c(1, 1)
resARMod_linar2(theta, y)

## Generating an example process in advance
theta <- c(0.6, 0.44)
N <- 100
y0 <- c(13, 14)
y <- RandomARMod_linar2(nobs = N, arp1 = theta[1], arp2 = theta[2], start = y0)

res <- resARMod_linar2(theta, y)
par(mfrow=c(1, 2))
plot(res)
hist(res)