generateAR function

Generating stationary autoregressive coefficients

Generating stationary autoregressive coefficients

generateAR(n = 1, l = -1, u = 1    , 
             min.distance = .Machine$double.eps , 
             sort.coeff = FALSE)

Arguments

• n: The number of coefficients
• l: Lower bound for coefficients
• u: Upper bound for coefficients
• min.distance: Minimum distance amongst all pair of coefficients
• sort.coeff: Logical flag. If TRUE, then resulting coefficients are sorted descending

Author(s)

Hamed Haselimashhadi hamedhaseli@gmail.com

See Also

dregar2 , dregar6 , sim.dregar

Examples

generateAR(3 , -1 , 1 , .01 )