ar_coef: Computes estimator of the AR(p) coefficients by the procedure...

In marina-khi/multiscale: Multiscale Inference for Nonparametric Time Trend(s)

Computes estimator of the AR(p) coefficients by the procedure from Khismatullina and Vogt (2020).

Description

Computes estimator of the AR(p) coefficients by the procedure from Khismatullina and Vogt (2020).

Usage

ar_coef(data, l1, l2, correct, p)

Arguments

data	Time series.
l1, l2	Tuning parameters.
correct	Vector of the corrections, either zero or calculated by the function corrections.
p	AR order of the time series.

Value

. Vector of length p of estimated AR coefficients.

marina-khi/multiscale documentation built on Jan. 15, 2025, 7:28 a.m.