

arfilt(timeslab)                             R Documentation

_A_p_p_l_y _a_n _A_R _F_i_l_t_e_r _t_o _a _M_a_t_r_i_x

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

     Apply an AR Filter to a Matrix

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

     arfilt(alpha,rvar,x)

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

       w: Matrix containing the filtered version of {`x'}.

     ier: Integer variable indicating whether or not the AR
          process is stationary (0 means yes, j $(>0)$ means
          j$^{th}$ partial outside $(-1,1)$).

