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]