pedrognicolau/ARbiascorrect-v1: AR Bias Correction for short time series
Gives bias-corrected estimates and 95% confidence intervals for autoregressive coefficients of AR(1) and AR(2) processes, for sample sizes n=10,11, ..., 50.
Getting started
Browse package contents
Package details |
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| Author | Sigrunn H. Sørbye, Pedro. G. Nicolau & Håvard Rue |
| Maintainer | P. G Nicolau <pedro.nicolau@uit.no> |
| License | GPL-3 |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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