ardt(timeslab)R Documentation

Simulate Data from an AR Process

Description

Simulate Data from an AR Process

Usage

ardt(alpha,rvar,n,seed=0)

Arguments

alpha Array of length $p$ containing AR coefficients
rvar Real scalar containing error variance sigma^2(>0).
n Integer > p containing the length of the realization.
seed Real scalar containing the seed for the random number generator.

Value

ier Integer variable indicating whether or not the AR process is stationary (0 means yes, anything else means no).
x Array of length n containing the realization.


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