ARcov {TSdisaggregation}R Documentation

Function to generate an AR(1) variance-covariance matrix with parameter rho s.t. |rho| < 1.

Description

Function to generate an AR(1) variance-covariance matrix with parameter rho s.t. |rho| < 1.

Usage

ARcov(rho, n)

[Package TSdisaggregation version 2.0.0 Index]