Generate observations for a supplied ARMA model.
gen_arma(N, ar, ma, sigma2 = 1.5, n_start = 0L)
An integer for signal length.
A vec that contains the AR coefficients.
A vec that contains the MA coefficients.
A double that contains process variance.
An unsigned int that indicates the amount of observations to be used for the burn in period.
The innovations are generated from a normal distribution.
A vec that contains the generated observations.
gen_arma(100, c(.3,.5), c(.1), 1, 0)
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