cents (version 0.1-41)

fitar1: Exact MLE for mean and AR-parmeter in AR(1)

Description

later

Usage

fitar1(z, meanZeroQ = FALSE)

Arguments

z

time series data vector

meanZeroQ

default assumes mean is not zero.

Value

vector of length 3 with the estimates of mean, ar-parameter and the optimized log-likelihood

Details

later

References

later

See Also

ar1est0

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 fitar1(z)