

ardt(timeslab)                               R Documentation

_S_i_m_u_l_a_t_e _D_a_t_a _f_r_o_m _a_n _A_R _P_r_o_c_e_s_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Simulate Data from an AR Process

_U_s_a_g_e_:

     ardt(alpha,rvar,n,seed=0)

_A_r_g_u_m_e_n_t_s_:

   alpha: Array of length $p$ containing AR coefficients

    rvar: Real scalar containing error variance
          `sigma^2(>0)'.

       n: Integer `> p' containing the length of the real-
          ization.

    seed: Real scalar containing the seed for the random
          number generator.

_V_a_l_u_e_:

     ier: Integer variable indicating whether or not the AR
          process is stationary (0 means yes, anything else
          means no).

       x: Array of length `n' containing the realization.

