ar1_ma0_sim {biwavelet}

Slightly faster arima.sim implementation which assumes AR(1) and ma=0.

Description

Slightly faster arima.sim implementation which assumes AR(1) and ma=0.

Usage

ar1_ma0_sim(minroots, ar, n)

Arguments

minroots

Output from get_minroots function.

ar

The 'ar' part of AR(1)

n

Length of output series, before un-differencing. A strictly positive integer.

See Also

arima.sim