Description Usage Arguments Value Examples
View source: R/teststatistics.R
Returns the prewhitened series given some lag length.
1 | get.prewhitened(y, p = 1)
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y |
Vector of time series values to be pre-whitened. |
p |
Lag length of the AR model. |
A vector containing the values of the pre-whitened series.
1 2 | get.prewhitened(rnorm(100))
get.prewhitened(arima.sim(list(order=c(1,0,1), ar=.5, ma=.0), n = 100))
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