IARsample {iAR}

Simulate from an IAR Model

Description

Simulates an IAR Time Series Model.

Usage

IARsample(phi, st, n = 100L)

Arguments

phi

A coefficient of IAR model. A value between 0 and 1

st

Array with observational times.

n

Length of the output time series. A strictly positive integer.

Value

A list with the following components:

• times Array with observation times.

• series Array with simulated IAR data.

References

Eyheramendy S, Elorrieta F, Palma W (2018). “An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.” Monthly Notices of the Royal Astronomical Society, 481(4), 4311–4322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.

See Also

gentime

Examples

set.seed(6714)
st<-gentime(n=100)
y<-IARsample(phi=0.99,st=st, n=100)
y<-y$series
plot(st,y,type='l')