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