AR1: Create an Autoregressive 1 [AR(1)] Process

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Create an Autoregressive 1 [AR(1)] Process

Description

Setups the necessary backend for the AR1 process.

Usage

AR1(phi = NULL, sigma2 = 1)

Arguments

phi	A double value for the \phi of an AR1 process.
sigma2	A double value for the variance, \sigma ^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "AR1","SIGMA2"

theta

\phi, \sigma^2

plength

Number of Parameters

desc

"AR1"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

AR1()
AR1(phi=.32, sigma2=1.3)

SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.