ar1                 package:waveslim                 R Documentation

_S_i_m_u_l_a_t_e_d _A_R(_1) _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Simulated AR(1) series used in Gencay, Selcuk and Whitcher (2001).

_U_s_a_g_e:

     data(ar1)

_F_o_r_m_a_t:

     A vector containing 200 observations.

_R_e_f_e_r_e_n_c_e_s:

     Gencay, R., F. Selcuk and B. Whitcher (2001) _An Introduction to
     Wavelets and Other Filtering Methods in Finance and Economics_,
     Academic Press.

