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arqule
2012 Feb 10
3
Help needed please
I have coded a time series from simulated data:
simtimeseries <- arima.sim(n=1024,list(order=c(4,0,0),ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1)))
#show roots are outside unit circle
plot.ts(simtimeseries, xlab="", ylab="", main="Time Series of Simulated Data")
# Yule ----------------------------------------------------------------------------
q1 <-