ar1est0 {cents}R Documentation

Exact mle ar-parameter in AR(1) with known mean zero.

Description

An efficient exact algorithm.

Usage

ar1est0(z)

Arguments

z

the time series

Details

More details later.

Value

MLE estimate of phi

Note

Modification of the algorithm in the mleur package.

Author(s)

A. I. McLeod

References

Zhang, Yu and McLeod (2013)

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 ar1est0(z)

[Package cents version 0.1-41 Index]