simts (version 0.2.2)

AR: Create an Autoregressive P [AR(P)] Process

Description

Sets up the necessary backend for the AR(P) process.

Usage

AR(phi = NULL, sigma2 = 1)

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "AR-1","AR-2", ..., "AR-P", "SIGMA2"

theta

\(\phi_1\), \(\phi_2\), ..., \(\phi_p\), \(\sigma^2\)

plength

Number of Parameters

desc

"AR"

print

String containing simplified model

obj.desc

Depth of Parameters e.g. list(p,1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Arguments

phi

A vector with double values for the \(\phi\) of an AR(P) process (see Note for details).

sigma2

A double value for the variance, \(\sigma ^2\), of an AR(P) process. (see Note for details).

Author

James Balamuta

Examples

AR(1) # Slower version of AR1()
AR(phi=.32, sigma=1.3) # Slower version of AR1()
AR(2) # Equivalent to ARMA(2,0).