geovolSim: Simulate from a GEOVOL model
In geovol: Geopolitical Volatility (GEOVOL) Modelling

Description Usage Arguments Value Author(s) See Also Examples

View source: R/geovolSim.R

Simulate from a GEOVOL model.

1	geovolSim(n, m, innovations = NULL, x.sd = 0.5, as.zoo = TRUE, verbose = FALSE)

`n`	integer indicating the number of observations.
`m`	integer indicating the number of time series.
`innovations`	`NULL` or numeric vector with the innovations. If `NULL`, then standard normal innovations are generated with `rnorm`.
`x.sd`	numeric scalar indicating the standard deviation of the normal random variable, v, used to simulate the squared GEOVOL factor, x, according to the formula x = exp(v).
`as.zoo`	logical. If `TRUE`, then the returned result is of class `zoo`.
`verbose`	`logical`, if `TRUE`, the simulated time series, e, the innovations and the squared GEOVOL factor, x, are also returned.

A matrix with the simulated values.

Susana Campos-Martins

geovol, geovolTest,

set.seed(123)

## Simulate from a GEOVOL model with s.d. 0.5 (default):
eSim <- geovolSim(n = 1000, m = 30)

## Simulate from a GEOVOL model with s.d. 1:
eSim <- geovolSim(n = 1000, m = 30, x.sd = 1)