Skip to content
Prev 377391 / 398502 Next

Output of arima

Try google'ing for 'variance of an AR(1) process'.
With the same seed, if you set n=1000000, you will get something that will
compare well with what you discover from your search.
On Tue, Nov 13, 2018 at 2:04 PM Ashim Kapoor <ashimkapoor at gmail.com> wrote: