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standby_dev
2007 Jul 16
1
question about ar1 time series
...f. of AR1 are be changed. If var serie AR1 = 1 then is standarized!
#Final version for AR1 time series program
#Mon Jul 16 11:58:03 CEST 2007 Checked again in R-prompt, and it's OK!
#Creating the sintetic AR1 series... where the "white-noise"
#has a mean = 0, and the var = sigmaz_c = stand_dev^2 is whatever value,
#if sigmaz_c = 1 then this "white-noise" is a "Gaussian-noise."
#rho1 (or alpha in another text-books ;-)) < 1 (in fact 0 < rho1 < 1) so that
#the system can be stationary.
#Where var_serie is the variance of the serie
cat("\n Hello, this is c...