ar1_ma0_sim: Slightly faster arima.sim
implementation which assumes AR(1)
and ma=0
.
Description
Slightly faster arima.sim
implementation which assumes AR(1)
and ma=0
.
Usage
ar1_ma0_sim(minroots, ar, n)
Arguments
- minroots
Output from get_minroots
function.
- ar
The 'ar' part of AR(1)
- n
Length of output series, before un-differencing. A strictly positive
integer.