fitar1 {cents}R Documentation

Exact MLE for mean and AR-parmeter in AR(1)

Description

later

Usage

fitar1(z, meanZeroQ = FALSE)

Arguments

z

time series data vector

meanZeroQ

default assumes mean is not zero.

Details

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Value

vector of length 3 with the estimates of mean, ar-parameter and the optimized log-likelihood

Note

later

Author(s)

A.I. McLeod

References

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See Also

ar1est0

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 fitar1(z)


[Package cents version 0.1-41 Index]