FitAR (version 1.94)

Get1G: Internal Utility Function: BLUE Mean

Description

This function is not normally used directly by the user. It is used in the exact mle for mean.

Usage

Get1G(phi, n)

Arguments

phi

a vector of AR coefficients

n

length of series

Value

A vector used in the mle computation of the mean.

See Also

GetARMeanMLE

Examples

#Simulate an AR(2) and compute the exact mle for mean
set.seed(7771111)
n<-50
phi<-c(1.8,-0.9)
z<-SimulateGaussianAR(phi, n)
g1<-Get1G(phi, length(z))
sum(g1*z)/sum(g1)
#sample mean
mean(z)
#more directly with getArMu
GetARMeanMLE(z,phi)