WaveletComp (version 1.0)

AR: Simulation of an AR(p) surrogate for a given time series x


It simulates an AR(p) surrogate for the time series x analyzed by wavelet transformation using either function analyze.wavelet or function analyze.coherency. A set of surrogates is used for significance assessment to test the hypothesis of equal periodic components.

Simulation is subject to coefficient estimates referring to the given AR order.


AR(x, params = list(AR = list(p = 1)))


the given time series
a list containing an assignment of (the only) parameter value to AR. Default: NULL. Default includes: AR = list(p=1), where: rlll{ p : AR ord


  • A surrogate series for x is returned which has the same length and properties according to estimates resulting from the given AR order.


Basics of model estimation and simulation are provided by application of the R functions pcf and arima.sim.

See Also

analyze.wavelet, analyze.coherency, SurrogateData, ARIMA, FourierRand