ar1: Simulated AR(1) Series

Description Usage Format References

Description

Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).

Usage

1

Format

A vector containing 200 observations.

References

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.


neuroconductor-releases/waveslim documentation built on Oct. 30, 2020, 11:10 p.m.