simAR1: Simulate a First order Autoregressive Model AR(1)

In statmanrobin/ts343AJ: Time Series Functions and Data for Stat 343

Simulate a First order Autoregressive Model AR(1)

Description

Simulate a First order Autoregressive Model AR(1)

Usage

simAR1(n = 100, delta = 0, phi = 0.5, sderror = 1)

Arguments

n	Length of the series to simulate
delta	Constant term (delta)
phi	Coefficient of Z(t-1)
sderror	Standard deviation of the error term

Value

A time series simulated from the model

statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.