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

(C) MD*TECH Method and Data Technologies, 21.9.2000