sarima.Sim: Simulate from a specified SARIMA model

In CombMSC: Combined Model Selection Criteria

Description

Generates data from a SARIMA model specified by a numeric vector of length 6.

Usage

sarima.Sim(n = 20, period = 12, model, seasonal, rand.Gen.Fun = rnorm, rand.Gen.Seas = rnorm)

Arguments

n	Number of data points to generate, given in terms of the number of periods.
period	Length of the period (e.g., for yearly data, this should be 12.)
model	A list containing the AR, I, and MA components.
seasonal	A list containing the seasonal AR, I, and MA components.
rand.Gen.Fun	The function which generates the innovations for the nonseasonal components
rand.Gen.Seas	The function which generates the innovations for the seasonal components

Note

Based on code by Vincent Zoonekynd, licensed under the Creative Commons License.

Author(s)

Andrew K. Smith

CombMSC documentation built on May 2, 2019, 2:32 p.m.