f.correct.ar1: Corrects the bias of autoregressive coefficients for AR(1)

In pedrognicolau/ARbiascorrect-v1: AR Bias Correction for short time series

Description

Corrects the bias of autoregressive coefficients for AR(1)

Usage

f.correct.ar1(phi = NULL, method = NULL, n = NULL, x = NULL)

Arguments

phi	integer for the autoregressive coeeficient estimate
method	character string specifying the used method to estimate the autoregressive coefficients. Needs to be one of 'yw', 'mle', 'burg', 'cmle' 'yw': Yule-Walker, 'mle': Maximum Likelihood, 'burg': Burg's algorithm, 'cmle': Conditional Maximum Likelhood")
n	integer for the length of the time series. Needs to be between 10 and 50.
x	vector for the time series for which parameters are to be estimated, in case no previous algorithm has been made. The default method to estimate is mle if none is specified.

Value

The bias corrected phi1 and associated confidence intervals.

pedrognicolau/ARbiascorrect-v1 documentation built on Feb. 28, 2021, 8:35 a.m.