Library: | |
See also: | genarma |
Macro: | AR1res | |
Description: | Estimation of the AR(1) Residuals and calculation of a series by this estimate |
Usage: | (AR1res)=AR1res(x) | |
Input: | ||
x input series length n | ||
Output: | ||
AR1res output series length n-1 |
x=normal(6) x=cumsum(x) ar=AR1res(x)
Contents of ar [1,] -0.19035 [2,] -0.86272 [3,] 0.088414 [4,] -0.16921 [5,] 0.85727
Library: | |
See also: | genarma |