## AR simulation

Purpose

Description

Macro Synopsis

Modules

Related Functions

References

### Purpose

Simulate an AR process

### Description

"AR simulation" simulates an autoregressive process given by

using a noise signal x as input. The output signal is
the simulated process y. c denotes a constant term.

Its parameters are

- order (number of coefficients) P of the process
- coefficients a1, a2, ..., an
- constant term c.

### Macro Synopsis

`y = ARsim(x, P, "a1,a2,...,aP", "c");`

signal x,y;

int P;

string a,c;

### Modules

Statistics

### Related Functions

ARIMA modeling,
ARIMAX modeling, ARMA model order,
ARMA modeling, ARMA simulation,
ARMA spectral density, ARMAX modeling,
ARMAX simulation, NAR modeling,
NARMA modeling.

### References

Ljung [10], Conover [11], Graybill
[12], Hollander/Wolfe [13]