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s2dverification (version 2.4.0)

GenSeries: Generates An AR1 Time Series

Description

This functions generates AR1 processes containing n data, with alpha as autocorrelation at lag 1, and mean and standard deviation provided by the mean and std arguments.

Usage

GenSeries(n, alpha, mean, std)

Arguments

Value

AR1 timeseries

Examples

Run this code
series <- GenSeries(1000, 0.35, 2, 1)
plot(series, type = 'l')

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