sim: Generate synthetic observations
In itsmr: Time Series Analysis Using the Innovations Algorithm
sim R Documentation
Generate synthetic observations
Description
Generate synthetic observations
Usage
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
a = specify(ar=c(0,0,.99))
x = sim(a,60)
plotc(x)
itsmr documentation built on Aug. 6, 2022, 9:08 a.m.
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| sim | R Documentation |
Generate synthetic observations
Description
Generate synthetic observations
Usage
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
a = specify(ar=c(0,0,.99)) x = sim(a,60) plotc(x)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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