ma1 {binarySimCLF}R Documentation

Moving Average Of Order 1

Description

Constructs an n by n MA(1) correlation matrix.

Usage

ma1(n, rho)

Arguments

n Dimension of correlation matrix.
rho Correlation parameter.

Value

Returns an n by n MA(1) correlation matrix.

See Also

ar1, xch

Examples

    #Example
    ma1(5,0.56)

[Package binarySimCLF version 1.0 Index]