Get1G {FitAR} | R Documentation |
This function is not normally used directly by the user. It is used in the exact mle for mean.
Get1G(phi, n)
phi |
vector of AR coefficients |
n |
length of series |
A vector used in the mle computation of the mean
A.I. McLeod
#Simulate an AR(2) and compute the exact mle for mean set.seed(7771111) n<-50 phi<-c(1.8,-0.9) z<-SimulateGaussianAR(phi, n) g1<-Get1G(phi, length(z)) sum(g1*z)/sum(g1) #sample mean mean(z) #more directly with getArMu GetARMeanMLE(z,phi)