ar1_ma0_sim function

Slightly faster arima.sim implementation which assumes AR(1) and ma=0.

Slightly faster arima.sim implementation which assumes AR(1) and ma=0.

ar1_ma0_sim(minroots, ar, n)

Arguments

  • 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.

See Also

arima.sim

  • Maintainer: Tarik Gouhier
  • License: GPL (>= 2)
  • Last published: 2024-08-17