ar1: Simulated AR(1) Series

ar1R Documentation

Simulated AR(1) Series

Description

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

Usage

data(ar1)

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/waveslim documentation built on Feb. 6, 2023, 6:56 a.m.