gm_to_ar1

A <code>vec</code> that contains AR1 values.

theta

A <code>double</code> indicating the frequency of the data.

freq

Takes GM values and transforms them to AR1

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

Justin Lee

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

gm_to_ar1 function

Transform GM to AR1 — gm_to_ar1

Transform GM to AR1

gm_to_ar1: Transform GM to AR1

Description

Usage

Arguments

Value