SimulateAR1: Simulate AR1 time series
In google/amss: Agreggate Marketing System Simulator
Description
Usage
Arguments
Value
See Also
Description
Function that outputs simulated AR1 time series with specified means,
variances, and autocorrelations
Usage
1
SimulateAR1(n, stable.mu = 0, stable.sd = 1, autocor = 0)
Arguments
n
integer number of time points
stable.mu
means of the stable distribution for each variable
stable.sd
standard deviations of the stable distributions
autocor
autocorrelations for each time series
Value
vector realization of specified AR1 times series
See Also
Other Simulate.time.series: SimulateCorrelated,
SimulateDummy,
SimulateSinusoidal
google/amss documentation built on May 20, 2019, 5:05 p.m.
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Description Usage Arguments Value See Also
Description
Function that outputs simulated AR1 time series with specified means, variances, and autocorrelations
Usage
1 | SimulateAR1(n, stable.mu = 0, stable.sd = 1, autocor = 0)
|
Arguments
n |
integer number of time points |
stable.mu |
means of the stable distribution for each variable |
stable.sd |
standard deviations of the stable distributions |
autocor |
autocorrelations for each time series |
Value
vector realization of specified AR1 times series
See Also
Other Simulate.time.series: SimulateCorrelated,
SimulateDummy,
SimulateSinusoidal
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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