tolearn
06-13-2008, 11:48 PM
cs1<-corAR1(0.2)
ran<-rnorm(20,0,cs1)
an AR(1) model with coefficient 0.2, and random 20 normal samples with mean 0 and variance-corvariance structure as cs1, then how to use a function to obtain the 20 dimensional variance-corvariance matrix of ran?:confused:
ran<-rnorm(20,0,cs1)
an AR(1) model with coefficient 0.2, and random 20 normal samples with mean 0 and variance-corvariance structure as cs1, then how to use a function to obtain the 20 dimensional variance-corvariance matrix of ran?:confused: