diffeq(timeslab)R Documentation

Find Future Values of a Difference Equation

Description

Find Future Values of a Difference Equation

Usage

diffeq(alpha,p,n,e)

Arguments

alpha Array of length {p} containing AR coefficients $Valpha$.
p Integer containing order $p(>0)$.
n Integer $(>{tt{p}})$ containing the length of the realization.
e Array of length {n} containing the values for the general difference equation.

Value

x Array of length {n} containing the realization.


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