Description Usage Arguments Value Examples
Given values for rho and sigma creates an AR1 matrix
1 |
sigma |
how much noise exists in the AR1 process |
rho |
how much each obs should be correlated with the obs before |
n |
number of observations in the AR1 process |
Variance-Covrariance matrix of AR1 process
1 | AR1(20, .95, 3)
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