sim.urarima | R Documentation |
Generate Unit-root ARIMA, possibly, seasonal time series.
sim.urarima( T = 300, ar = c(0.5), ma = c(-0.5), d = 1, sar = NULL, sma = NULL, D = 0, period = 12, ini = 200, df = 50 )
T |
Number of observations. |
ar |
Vector with the autoregressive coefficients. Default value is 0.5. |
ma |
Vector with the moving average coefficients. Default value is -0.5. |
d |
Order of first-differencing. Default value is 1. |
sar |
Seasonal autoregressive coefficients. Default is NULL. |
sma |
Seasonal moving average coefficients. Default is NULL. |
D |
Order of seasonal differencing. Default value is 0. |
period |
Seasonal period. Default value is 12. |
ini |
Length of ‘burn-in’ period. Default value is 200. |
df |
If df ≥q 50 random generation for the Normal distribution, if df < 50 random generation for the t distribution with df degrees of freedom. Default value is 50. |
A time series vector.
x <- sim.urarima()
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