nonlinearAR1.sim

This function simulates sequences of variates follow a nonlinear autoregressive order 1 process
of the form z_n = g(z_n-1) + epsilon. A normal distribution is assumed for the innovations.

Statistics

Data sets, and functions for simulating and fitting nonlinear time series with minification and nonparametric models.

L. Han

RCMinification

Random Coefficient Minification Time Series Models

nonlinearAR1.sim function

<dl> <dt>n</dt>
<dd>number of observations.</dd> <dt>g</dt>
<dd>autoregression function.</dd> <dt>...</dt>
<dd>any parameters that are taken by <code>rnorm</code></dd>
 
</dl>

Arguments

Author

Nonlinear AR1 Simulator — nonlinearAR1.sim

<dl>

 <dt>n</dt>
<dd>number of observations.</dd>

 <dt>g</dt>
<dd>autoregression function.</dd>

 <dt>...</dt>
<dd>any parameters that are taken by <code>rnorm</code></dd>
 
</dl>

nonlinearAR1.sim: Nonlinear AR1 Simulator

Description

Usage

Arguments

Author

Examples