dgp2: Data Generating Process: MA(1) with std normal error

Description Usage Arguments Value

Description

Data Generating Process: MA(1) with std normal error

Usage

1
dgp2(sample_size, lag1, e0)

Arguments

sample_size

sample size

lag1

MA coefficient

e0

initial value of epsilon

Value

y of length sample_size


ruizhima/ABCV documentation built on May 6, 2019, 6:01 p.m.