generate_nAR1 = function(n, v){
ts = c()
w = rnorm(n, 0, 1/v)
x_ini = runif(1,0,1)
for(i in 1:n){
if(i == 1){
ts[i] = sin(2*pi*(i/n))*exp(-x_ini^2) + w[i] #
} else{
ts[i] = sin(2*pi*(i/n))*exp(-ts[i-1]^2) + w[i]
}
}
return(ts)
}
ts = generate_nAR1(200, 1) # change sample size in real case
res_esti = fix.fit(ts, 5, 2, "Legen", "Legen", "algeb", "fixt", 0.1)
fit.plot(res_esti[[1]], "fixt", "algeb")
Run the code above in your browser using DataLab