Estimate Auto-Regressive coefficient at 1-timesetep

estimates ar1 using the arima() function

ar1(x)

Arguments

x

a 1-column matrix or numeric dataset

Value

ar coefficient estimate of ar1

See also

Other correlation: ar1Surrogates(), corMatrix, effectiveN(), plotCorEns(), pvalMonteCarlo(), pvalPearsonSerialCorrected()

Author

Julien Emile-Geay