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ar1

Simulated AR(1) Series


Description

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

Usage

data(ar1)

Format

A vector containing 200 observations.

References

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


waveslim

Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing

v1.8.2
BSD_3_clause + file LICENSE
Authors
Brandon Whitcher
Initial release
2020-02-13

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