AR1 {ETM}R Documentation

Simlated AR(1) process

Description

artificial datas

number of observations : 100

Usage

data(AR1)

Format

A dataframe containing :

ID
identification number
x
simulated
y
simulated

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 10.


[Package ETM version 0.1-2 Index]