Exponential AR model

Return data from simulation

expardata(c, a, n, sd = 0.1)

Arguments

c

a numeric number before exponential function.

a

a numeric number for the coefficient in exponential function.

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 Exponential AR model.

See also

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

Examples

n <- 500  #even number
data <- expardata(0.1, 4, n)
length(data)
#> [1] 500
lle(data)
#>  [1]  0.00165920 -0.05609944         NaN         NaN         NaN         NaN
#>  [7]         NaN         NaN         NaN         NaN         NaN         NaN
#> [13]         NaN         NaN         NaN         NaN         NaN         NaN
#> [19]         NaN         NaN         NaN