inst/examples/simuAR_examples.R

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

set.seed(1234)
# Define DGP of AR process
mdl_ar <- list(n     = 500, 
               mu    = 5,
               sigma = 2,
               phi   = c(0.5,0.2))

# Simulate process using simuAR() function
y_simu <- simuAR(mdl_ar)

plot(y_simu)