This is a heavily interactive web application, and JavaScript is required. Simple HTML interfaces are possible, but that is not what this is.
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Rob Hyndman
robjhyndman.com
did:plc:o4jsop7wprvg3emd6led5g6b
You need a continuous time AR process. For a CAR(1) process, X_{n+1} has mean exp(-phi tau_n) and variance sigma^2[1-tau_n*exp(-phi tau_n)] See https://doi.org/10.2307/2532504
2024-11-26T23:44:39.457Z