arfilt(timeslab)R Documentation

Apply an AR Filter to a Matrix

Description

Apply an AR Filter to a Matrix

Usage

arfilt(alpha,rvar,x)

Value

w Matrix containing the filtered version of {x}.
ier Integer variable indicating whether or not the AR process is stationary (0 means yes, j $(>0)$ means j$^{th}$ partial outside $(-1,1)$).


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