Wednesday, January 25, 2012

AR(1)

AR(1) Time series process:
http://www.math.utah.edu/~zhorvath/ar1.pdf

Auto regressive analysis  (code)
http://paulbourke.net/miscellaneous/ar/

How to generate AR(1) data
https://mailman.cae.wisc.edu/pipermail/help-octave/2003-July/010288.html

CMU AR(1) document
http://bertha.tepper.cmu.edu/telmerc/phd_07/Pages%20from%20mscf_notes_main-2.pdf

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