ar1_ma0_sim: Slightly faster arima.sim implementation which assumes AR(1)
and ma=0.
Description
Slightly faster arima.sim implementation which assumes AR(1)
and ma=0.
Usage
ar1_ma0_sim(minroots, ar, n)
Arguments
- minroots
Output from get_minroots function.
- ar
The 'ar' part of AR(1)
- n
Length of output series, before un-differencing. A strictly positive
integer.