# AR1: Definition of an Autoregressive Process of Order 1 In SMAC-Group/simts: Time Series Simulation

## Description

Definition of an Autoregressive Process of Order 1

## Usage

 1 AR1(phi = NULL, sigma2 = 1) 

## Arguments

 phi A double value for the parameter phi (see Note for details). sigma2 A double value for the variance parameter sigma^2 (see Note for details).

## 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

print

String containing simplified model

desc

"AR1"

obj.desc

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

starting

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

## Note

We consider the following model:

X_t = φ X_{t-1} + \varepsilon_t

, where \varepsilon_t is iid from a zero mean normal distribution with variance σ^2.

James Balamuta

## Examples

 1 2 AR1() AR1(phi=.32, sigma2 = 1.3) 

SMAC-Group/simts documentation built on Feb. 19, 2018, 11:05 a.m.