Generate Time Series based on Model (Internal)

Description

Create a time series based on a supplied time series model.

Usage

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gen_model(N, theta, desc, objdesc)

Arguments

N

An interger containing the amount of observations for the time series.

theta

A vec containing the parameters to use to generate the model

desc

A vector<string> containing the different model types (AR1, WN, etc..)

objdesc

A field<vec> contains the different model objects e.g. AR1 = c(1,1)

Value

A vec that contains combined time series.

Examples

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# AR
set.seed(1336)
gen_model(1000, c(.9,1), "AR1", list(c(1,1)))

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