AR1: Create an Autoregressive 1 [AR(1)] Process

In schoi355/gmwm: Generalized Method of Wavelet Moments

Create an Autoregressive 1 [AR(1)] Process

Description

Setups the necessary backend for the AR1 process.

Usage

AR1(phi = NULL, sigma2 = 1)

Arguments

phi	A double value for the phi of an AR1 process.
sigma2	A double value for the variance, sigma^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "AR1","SIGMA2"

theta

phi, sigma^2

plength

Number of Parameters

desc

"AR1"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

AR1()
AR1(phi=.32, sigma2=1.3)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.