ar1_draw

An <code>unsigned int</code> that contains the draw principles.

draw_id

A <code>double</code> containing the last guessed phi value.

last_phi

A <code>double</code> that contains the sum of all WVs.

sigma2_total

A <code>string</code> that describes the model transformation.

model_type

Sets starting parameters for each of the given parameters.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

ar1_draw: Randomly guess starting parameters for AR1

Description

Usage

Arguments

Value