nonlinearAR1.sim: Nonlinear AR1 Simulator

In RCMinification: Random Coefficient Minification Time Series Models

Nonlinear AR1 Simulator

Description

This function simulates sequences of variates follow a nonlinear autoregressive order 1 process of the form z_n = g(z_n-1) + epsilon. A normal distribution is assumed for the innovations.

Usage

nonlinearAR1.sim(n, g, ...)

Arguments

n	number of observations.
g	autoregression function.
...	any parameters that are taken by rnorm

Author(s)

L. Han and S. Snyman

Examples

    x <- nonlinearAR1.sim(50, g = function(x) x*sin(x), sd = 2.5)
    ts.plot(x)

RCMinification documentation built on Jan. 17, 2023, 5:14 p.m.