cents (version 0.1-41)

ar1est0: Exact mle ar-parameter in AR(1) with known mean zero.

Description

An efficient exact algorithm.

Usage

ar1est0(z)

Arguments

z

the time series

Value

MLE estimate of phi

Details

More details later.

References

Zhang, Yu and McLeod (2013)

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 ar1est0(z)