In this project we develop tools to simulatie an AR(1) process, given a distrubution of the white noise.
This is a quick guide to how you get started with our project.
R or RStudio
Open R or RStudio. Type and run the following code:
- Katrine Holde
- Ida Egendal
This project was made with the theory from the course Stochastic Processes by Jan Pedersen. The idea to make this project and a great part of the development happened in the course Advanced R Progammming with Statistical Applications by Ute Hahn. Hats off to you