AR model

Return data from simulation

ardata(rho, n, sd = 1)

Arguments

rho

a numeric number as AR coefficeint.

n

a numeric number of data length.

sd

a numeric number for standard deviation of normal noise

Value

a numeric vector of simulation data from ARCH model.

See also

Other Yasuyuki Takayanagi: archdata(), cosdata(), expardata(), garchdata(), ldata(), lleplot(), lle(), lndata()

Examples

n <- 500  #even number
data <- ardata(0.1, n)
length(data)
#> [1] 500
lle(data)
#>  [1] 3.754273 3.796746 3.874499 3.556991 3.839491 3.922786 3.554767 3.610293
#>  [9] 3.549017 3.488610 3.631821 3.987628 4.181627 3.814307 3.956762 4.022525
#> [17] 4.125211 4.063947 3.804375 3.567141 3.258652