n <- 1000; time <- 1:n eps <- rnorm(n) plot(time, eps, type="l", col=2)
February 17, 2015
n <- 1000; time <- 1:n eps <- rnorm(n) plot(time, eps, type="l", col=2)
beta <- 0.1 x <- filter(eps, c(1, beta), method="convolution", sides=1) plot(time, x, type="l", col=2)
alpha <- 0.5 x <- filter(eps, alpha, method="recursive") plot(time, x, type="l", col=2)