Description Usage Arguments Value Author(s) Examples

This function simulates a fractional white noise process that exhibits a break in persistence using `FI.sim`

from the `LongMemoryTS`

package. In the first part of the series the noise is integrated with order `d_1`

and in the second part with order `d_2`

.

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`T` |
length of the time series. |

`tau` |
break fraction, |

`trend` |
whether the time series exhibits a trend, |

`tp` |
trend parameter, |

`d1` |
order of integration of the first part of the series. |

`d2` |
order of integration of the second part of the series. |

`mean` |
mean of the series. Default is |

`var` |
variance of the innovations. Default is |

Returns a vector containing the simulated time series.

Janis Becker

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