Slightly faster arima.sim
implementation which assumes AR(1) and ma=0
.
arima.sim
implementation which assumes AR(1) and ma=0
.ar1_ma0_sim(minroots, ar, n)
minroots
: Output from get_minroots
function.ar
: The 'ar' part of AR(1)n
: Length of output series, before un-differencing. A strictly positive integer.arima.sim