| ar1 {waveslim} | R Documentation |
Simulated AR(1) Series
Description
Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).
Usage
data(ar1)
Format
A vector containing 200 observations.
References
Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.
[Package waveslim version 1.8.5 Index]