search for: sigmasquaredyul

...v3/1204 i0 <- c(s0,s1,s2,s3) i1 <- c(s1,s0,s1,s2) i2 <- c(s2,s1,s0,s1) i3 <- c(s3,s2,s1,s0) gamma <- cbind(i0,i1,i2,i3) eta <-c(s1,s2,s3,s4) inversegamma <- solve(gamma) phihat <- inversegamma%*%eta phihat Phihat <- cbind(phihat) s <- c(s1,s2,s3,s4) S <- cbind(s) sigmasquaredyule <- s0 - (t(Phihat)%*%S) sigmasquaredyule I did a yule walker estimate on the simulated data and wanted to work out phi hat which is a vector of 4 values and sigmasquaredyule which is one value. However, I want to run the simulated data 100 times i.e. in a for loop and then take the averages...