random_arcoefs generates random AR coefficients.
random_arcoefs(p, forcestat = FALSE, sd = 0.6/p)a positive integer specifying the autoregressive order of the model.
use the algorithm by Monahan (1984) to force stationarity on the AR parameters (slower)?
if forcestat==FALSE, then AR parameters are drawn from zero mean normal distribution with sd given by this parameter.
Returns \(px1\) vector containing random AR coefficients.
If forcestat==TRUE, then the AR coefficients are relatively large, otherwise they are usually relatively small.
Monahan J.F. 1984. A Note on Enforcing Stationarity in Autoregressive-Moving Average Models. Biometrica 71, 403-404.