Tutorial by Examples

We will model the process #Load the forecast package library(forecast) #Generate an AR1 process of length n (from Cowpertwait & Meltcalfe) # Set up variables set.seed(1234) n <- 1000 x <- matrix(0,1000,1) w <- rnorm(n) # loop to create x for (t in 2:n) x[t] <- 0.7...

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