 Usage:  x=genexpar(thrlag,gamma,phi0,phi1,noise)  

 

 Input:



  thrlag                 integer: threshold lag 

                         

  gamma                  scalar (gamma>0): coefficient in the exponential function 

                         

  phi0                   vector (length p=AR order): AR coefficients for |X(t-thrlag)|=infinity 

                         

  phi1                   vector (length p=AR order): AR coefficients for |X(t-thrlag)|=0 

                         

  noise                  vector (length n=sample size needed): noise vector 

                         

 Output:



  x                      generated EXPAR process 

                         

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

