AR1

Notedocblock

AR1(α::Float64, dist::UnivariateDistribution)

A struct to define an AR(1) process:

\(\qquad X_t = α \cdot X_{t-1} + \epsilon_t.\)

dist specifies the distribution of \(\epsilon\) using Distributions.jl.

ar1 = AR1(0.5, Normal(0, 1))