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JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection
MIT License
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What's whitenoise in AR1? #40

Closed Datseris closed 7 months ago

Datseris commented 1 year ago

I don't understand why there is _whitenoise at the end of the function ar1_whitenoise. The docstirng also does not describe it. We need to either explain in the docstirng or simplify the function to just ar1.

Datseris commented 10 months ago

bump @JanJereczek

JanJereczek commented 7 months ago

Fixed. "whitenoise" refers to the assumption of a Gaussian noise for the estimation of the AR1 coefficient. This is now specified in the docs.