Learn R Programming

waveslim (version 1.12)

ar1: Simulated AR(1) Series

Description

Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).

Usage

data(ar1)

Arguments

format

A vector containing 200 observations.

References

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.