It simulates an ARIMA(p,0,q) surrogate for the time series x analyzed by wavelet transformation using either function
analyze.wavelet or function
analyze.coherency. A set of surrogates is used for significance assessment
to test the hypothesis of equal periodic components.
Simulation is subject to parameters concerning: AR and MA order, an indicator of mean/intercept term inclusion, a boosting factor which is applied to the residual standard deviation, an indicator to trim the data according to the given trimming proportion (i.e. to restrict them to the interval between the lower and upper quantile corresponding to the given probability).
1 2 3 4
the given time series
a list containing an assignment of parameter values to ARIMA. Default:
Basics of model estimation and simulation are provided by application of the R functions
A surrogate series for x is returned which has the same length and properties according to estimates resulting from the given ARIMA setting.
Angi Roesch and Harald Schmidbauer
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