ar1_draw

An <code>unsigned int</code> that contains the draw principles.

draw_id

A <code>double</code> containing the last guessed phi value.

last_phi

A <code>double</code> that contains the sum of all WVs.

sigma2_total

A <code>string</code> that describes the model transformation.

model_type


Sets starting parameters for each of the given parameters.


internal

Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

ar1_draw: Randomly guess starting parameters for AR1

Description

Usage

Arguments

Value

Examples