lik_ar function

Likelihood of an autoregressive time series model with i.i.d. normal innovations

lik_ar(x, ar, mean = 0, sd = 1, log = F, full = T)

Arguments

• x: numeric vector of data
• ar: vector of ar parameters
• mean: the innovation mean
• sd: the innovation standard deviation
• log: logical; if TRUE, probabilities p are given as log(p)
• full: logical; if TRUE, the full likelihood for all observations is computed; if FALSE, the partial likelihood for the last n-p observations

Returns

numeric value for the likelihood or log-likelihood