sim: Generate synthetic observations

Description

Generate synthetic observations

Usage

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sim(a, n = 100)

Arguments

a

ARMA model

n

Number of synthetic observations required

Details

The ARMA model is a list with the following components.

phi Vector of AR coefficients (index number equals coefficient subscript)
theta Vector of MA coefficients (index number equals coefficient subscript)
sigma2 White noise variance

Value

Returns a vector of n synthetic observations.

Examples

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2
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a = specify(ar=c(0,0,.99))
x = sim(a,60)
plotc(x)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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