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

Library:
See also: genarma

Macro: AR1res
Description: Estimation of the AR(1) Residuals and calculation of a series by this estimate

Reference(s):

Usage: (AR1res)=AR1res(x)
Input:
x input series length n
Output:
AR1res output series length n-1

Note:

Example:
x=normal(6)
x=cumsum(x)
ar=AR1res(x)
Result:
Contents of ar
[1,] -0.19035
[2,] -0.86272
[3,]  0.088414
[4,] -0.16921
[5,]  0.85727 

Library:
See also: genarma

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

Author: Arne Wuensche 000412
(C) MD*TECH Method and Data Technologies, 17.8.2000