Name of Quantlet: AR_sim_p
Published in: Published in: Watt did you expect?
Description: This Quantlet produces plots AR(p) model, with different segments of stationarity, colored by the specific segment.
Keywords: time series, AR, plot
Author: Raul Cristian Bag, Stefan Lessmann, Daniel Traian Pele, Wolfgang Karl Härdle
Datafile: AR_3_simulated_series.csv
