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s2dverification (version 2.5.0)

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

n
Length of the timeseries to be generated.
alpha
Autocorrelation at lag 1.
mean
Mean of the data.
std
Standard deviation of the data.

Value

Examples

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

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