x <- 1:10 # Simple example
surrogate (x)
n <- 500 # Generate AR(1) process
e <- rnorm (n)
x <- double (n)
x[1] <- rnorm (1)
for (i in 2:n)
{
x[i] <- 0.4*x[i-1]+e[i]
}
x <- ts(x)
theta <- function (x) # Autocorrelations up to lag 10
return (acf(x, plot=FALSE)$acf[2:11])
surrogate (x, ns=50, fft=TRUE, statistic=theta)
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