armaGen | R Documentation |
Generate an autoregressive moving-average time series model
armaGen(npts=1024,dt=1,m=0,std=1,rhos=c(0.9),thetas=c(0),genplot=T,verbose=T)
npts |
Number of time series data points. |
dt |
Sampling interval. |
m |
Mean value of final time series. |
std |
Standard deviation of final time series. |
rhos |
Vector of AR coefficients for each order. |
thetas |
Vector of MA coefficients for each order. |
genplot |
Generate summary plots? (T or F) |
verbose |
Verbose output? (T or F) |
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