Sets up the necessary backend for the RW process.
RW(gamma2 = NULL)A double value for the variance \(\gamma ^2\)
An S3 object with called ts.model with the following structure:
Used in summary: "RW"
\(\sigma\)
Number of parameters
String containing simplified model
y desc replicated x times
Depth of parameters e.g. list(1)
Guess starting values? TRUE or FALSE (e.g. specified value)
We consider the following model: $$Y_t = \sum\nolimits_{t=0}^{T} \gamma_0*Z_t$$ where \(Z_t\) is iid and follows a standard normal distribution.
RW()
RW(gamma2=3.4)