SimulateError {WaveCGH}R Documentation

Simulating AR(p) error series.

Description

This function finds an AR(P) error series.

Usage

SimulateError(phi, SigE, n)

Arguments

phi Vector of AR(p) coefficients.
SigE Standard deviation of errors in an AR(p) series.
n Length of series.

Value

Simulated series with AR(p) process.

Author(s)

A. I. McLeod and M. S. Islam


[Package WaveCGH version 2.01 Index]