ar1: Simulated AR(1) Series

Description Usage Format References

Description

Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).

Usage

1

Format

A vector containing 200 observations.

References

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.


waveslim documentation built on May 2, 2019, 4:41 p.m.

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