sim_FARMA: Simulating data from a functional autoregressive moving...

In ftsa: Functional Time Series Analysis

Simulating data from a functional autoregressive moving average process

Description

Simulating data from a stationary functional autoregressive moving average process

Usage

sim_FARMA(n = 500, d = 0.1, no_grid = 101, seed_number, process = c("FAR", "FARMA"))

Arguments

n	Number of curves
d	Memory parameter
no_grid	Number of grid points within a unit interval
seed_number	Psuedo-random seed number
process	FAR or FARMA process

Value

Simulated curves

Author(s)

Han Lin Shang

References

D. Li, P. M. Robinson, H. L. Shang (2020) Long-range dependent curve time series. Journal of the American Statistical Association, 115(530), 957-971.

See Also

H_estimate_RS

Examples

sim_data_set = sim_FARMA(seed_number = 123, process = "FAR")

ftsa documentation built on March 31, 2026, 9:07 a.m.