Simulate Random Autoregressive Coefficients for a Stationary AR(p) Model

This function generates autoregressive coefficients for a stationary AR(p) model.

Usage

SimARCoef(p)

Arguments

p

Positive integer. Number of lags.

See also

Other Simulation of Autoregressive Data Functions: CheckARCoef(), CheckVARCoef(), SimAR(), SimMVN(), SimPD(), SimVARCoef(), SimVARExo(), SimVARZIPExo(), SimVARZIP(), SimVAR(), SimVariance(), YXExo(), YX()

Author

Ivan Jacob Agaloos Pesigan

Examples

set.seed(42)
SimARCoef(p = 2)
#>            [,1]
#> [1,] -0.3849488
#> [2,]  0.5948057