1. A

    Simulate Ar(1) process with different y0 values and uniform distribution

    I need to plot an Ar(1) graph for the process yk = 0.75yk-1 + ek. for y0=1 and another graph for y0=10. assume ek is uniformly distributed on interval [-0.5,0.5]. i have the following code but i am not sure how to control y0. #----------#Start#---------# rm(list=ls())...
  2. R

    Error Calculating MVN Likelihood of Time Series with AR(1) Errors in R

    Hi all, I'm having trouble calculating the likelihood of a time series with AR(1) errors. I am generating my covariance matrix according to page 2 of (, using the library mvtnorm and the multivariate normal...