AAR1

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AAR1(α::Float64, dist::UnivariateDistribution)

A struct to define a AAR(1) (absolute AR) process:

\(\qquad X_t=\alpha \cdot\left|X_{t-1}\right|+\epsilon_t.\)

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

aar1 = AAR1(0.5, Normal(0, 1))