simuAR: Simulate Auto-Regressive process
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models

This function can be used to simulate a Auto-Regressive process

1	simuAR(n, mu = 0, std = 1, phi, burnin = 200)

`n`	sample size of process
`mu`	mean of process. This is the E[Y] and not the intercept of a model.
`std`	standard deviation of process (i.e. \sigma, not \(\sigma^2\))
`phi`	vector containing auto-regressive coefficients.
`burnin`	This parameter can be used to set the number of burnin observations. Process with mean different from 0 can be very different at begining of simulation and so dropping some of the initial observations avoids these types of issues.