simts (version 0.1.1)

AR1: Definition of an Autoregressive Process of Order 1

Description

Definition of an Autoregressive Process of Order 1

Usage

AR1(phi = NULL, sigma2 = 1)

Arguments

phi

A double value for the parameter \(\phi\) (see Note for details).

sigma2

A double value for the variance parameter \(\sigma ^2\) (see Note for details).

Value

An S3 object containing the specified ts.model with the following structure:

process.desc

Used in summary: "AR1","SIGMA2"

theta

Parameter vector including \(\phi\), \(\sigma^2\)

plength

Number of parameters

print

String containing simplified model

desc

"AR1"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Find starting values? TRUE or FALSE (e.g. specified value)

Examples

# NOT RUN {
AR1()
AR1(phi=.32, sigma2 = 1.3)
# }