ardt(timeslab) | R Documentation |
Simulate Data from an AR Process
ardt(alpha,rvar,n,seed=0)
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. |
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. |