Last data update: 2014.03.03
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R: Simulated AR(1) Series
Simulated AR(1) Series
Description
Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).
Usage
data(ar1)
Format
A vector containing 200 observations.
References
Gencay, R., F. Selcuk and B. Whitcher (2001)
An Introduction to Wavelets and Other Filtering Methods in
Finance and Economics,
Academic Press.
Results
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