New answers tagged time-series
2
The command ARProcess requires that the input term $e_t$ be a zero mean white noise with a specified variance. What you are trying to do is to have your input term be $10+e_t$ which is clearly not zero mean.
What you can do is to change variables. In your case, if you define a new process $z_t=y_t - 25$ then it will be the same as the $y_t$ process. To see ...
1
Here's a guess at what you're after:
SeedRandom[1];
data = Accumulate[RandomReal[{-0.2, 0.2}, 300]];
thirds = Partition[data, 100];
interps = Interpolation /@ thirds;
myplot = ListLogLinearPlot[thirds];
DynamicModule[{pos = MapThread[{Log@#, #2[#]} &, {{5, 16, 50}, interps}]},
LocatorPane[
Dynamic[pos,
(pos = MapThread[
Function[{pt, ...
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