Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group: Random Variables
See also: archest

Function: genar
Description: genar generates an autoregressive process.

Usage: y = genar(x, startval, alpha )
Input:
x n x 1 vector of exogenous variables plus noise
startval p x 1 vector of starting values
alpha p x 1 vector of parameters
Output:
y n x 1 vector

Note:

Example:

randomize(0)
x = normal(5)
startval = 0
alpha = 0.1         
genar(x, startval, alpha) 
Result:

Contents of genar
[1,]        0 
[2,]  -1.0078 
[3,]   1.8495 
[4,]  -1.1202 
[5,]  -1.5462 

Group: Random Variables
See also: archest

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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