| 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 |