SimulateError {WaveCGH} | R Documentation |
This function finds an AR(P) error series.
SimulateError(phi, SigE, n)
phi |
Vector of AR(p) coefficients. |
SigE |
Standard deviation of errors in an AR(p) series. |
n |
Length of series. |
Simulated series with AR(p) process.
A. I. McLeod and M. S. Islam