| 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 | |
randomize(0) x = normal(5) startval = 0 alpha = 0.1 genar(x, startval, alpha)
Contents of genar [1,] 0 [2,] -1.0078 [3,] 1.8495 [4,] -1.1202 [5,] -1.5462
| Group: | Random Variables |
| See also: | archest |