ar1est0 {cents} | R Documentation |
An efficient exact algorithm.
ar1est0(z)
z |
the time series |
More details later.
MLE estimate of phi
Modification of the algorithm in the mleur package.
A. I. McLeod
Zhang, Yu and McLeod (2013)
z <- arima.sim(model=list(ar=0.8), n=100) ar1est0(z)