MAR {SNSeg}

A funtion to generate a multivariate autoregressive process (MAR) in time series

Description

The function MAR is used for generating MAR model(s) for examples of the functions SNSeg_Uni, SNSeg_Multi, and SNSeg_HD.

Usage

MAR(n, reptime, rho)

Arguments

n

the size (length) of time series to be generated

reptime

the number of time series to be generated

rho

value of autocorrelation

Value

Returns a matrix of the simulated MAR processes. The number of columns of this matrix is equivalent to the value of input argument reptime, and the number of rows is the value of input argument n.

Examples

MAR(n = 1000, reptime = 2, rho = -0.7)