ARMA: Random realization of ARMA prcess
In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti
ARMA R Documentation
Random realization of ARMA prcess
Description
Creates a random realization an of ARMA prcess.
Usage
ARMA(n, a, b)
Arguments
n
length of the ARMA process to be generated.
a
vector p of parameters.
b
vector q of parameters.
Value
a vector with values from the simulated AMRA process of lenght n + max(p, q)
Author(s)
Shelemyahu Zacks
See Also
predARMA
Examples
ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2))
mistat documentation built on March 7, 2023, 6:43 p.m.
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| ARMA | R Documentation |
Random realization of ARMA prcess
Description
Creates a random realization an of ARMA prcess.
Usage
ARMA(n, a, b)
Arguments
n |
length of the ARMA process to be generated. |
a |
vector p of parameters. |
b |
vector q of parameters. |
Value
a vector with values from the simulated AMRA process of lenght n + max(p, q)
Author(s)
Shelemyahu Zacks
See Also
predARMA
Examples
ARMA(100,c(0.1, 0.2, 0.3), c(0.1, 0.2))
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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